A unit test verifies that a single unit of code is working as expected. That is, given different input parameters, the test verifies the class method returns expected results. Unit tests are usually developed by people who write the classes being tested.
Unit testing in Yii is built on top of PHPUnit and, optionally, Codeception so it's recommended to go through their docs:
If you've started with advanced template, please refer to "testing" guide for more details about running tests.
If you've started with basic template, check its README "testing" section.
If you want to run unit tests for Yii framework itself follow "Getting started with Yii 2 development".