You need to install PHPUnit, too. Zend Framework and PHPUnit are two different things. You find the installation instructions for PHPUnit here: https://github.com/sebastianbergmann/phpunit.
Basically, You can put the tests where you want. But the tests-Folder is a good place for them.
After you have installed phpunit, you can call your unit tests from the command line. Just enter the folder where you put your tests on command line and type "phpunit", this will run all tests in the folder. You can also use the --filter option to run a single test.