If you followed the documentation, you have set the phpunit/phpunit dependency as a 'dev-dependency'.
If you don't have composer, you need to install it first. This is explained in the documentation: Installation *nix or Installation Windows.
If you already installed composer, it is a good practise to update composer to the latest version by running the self-update command:
$ php composer.phar self-update
After your have done that, you need to install all dependencies, including the dev dependencies. This is done by running the update command with the --dev switch:
$ php composer.phar update --dev
All the dependencies are installed in the vendor directory. PHPunit runs from the console. Composer automatic put the console files inside the vendor/bin directory. You need to execute the phpunit file in there:
$ vendor/bin/phpunit -c app/
The -c switch tells PHPUnit to look for the configuration file in the app directory, Symfony2 already set up the correct configuration to run all tests that are in the <bundle>/Tests directory.
UPDATE (05-04-2013)
Composer has changed their update/install commands. update will install dev dependencies by default and if you want to install dev dependencies, you need to use the --dev option.
UPDATE (11-06-2013)
Composer has changed their commands again, the install command will also install dev dependencies.
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