Here is the article that explains how to add unit testing to XCode 3 project.

http://developer.apple.com/mac/articles/tools/unittestingwithxcode3.html

If you search for unit testing with XCode you will find a lot of older articles pointing to XCode 2.x and how to install etc, etc. Now XCode 3 includes unit testing out of the box, so it is a lot simpler.