You must install PHPUnit to use the CakePHP(tm) Test Suite.
PHPUnit can be installed with pear, using the pear installer.
To install with the PEAR installer run the following commands:
pear config-set auto_discover 1
pear install pear.phpunit.de/PHPUnit
Once PHPUnit is installed make sure its located on PHP's include_path
by checking your php.ini
For full instructions on how to install PHPUnit, see the PHPUnit installation guide.