• Install Winginx and Yii into “Winginx\home\localhost\public_html”
• Download pear as described in this post, then:

** WARNING! Old version found at C:\Winginx\php5, please remove it or be sure to
 use the new c:\winginx\php5\pear.bat command

The 'pear' command is now at your service at c:\winginx\php5\pear.bat

C:\Winginx\php5>pear upgrade pear
pear/pear is already installed and is the same as the released version 1.9.5
upgrade failed

C:\Winginx\php5>pear channel-discover pear.phpunit.de
Adding Channel "pear.phpunit.de" succeeded
Discovery of channel "pear.phpunit.de" succeeded

C:\Winginx\php5>pear install phpunit/PHPUnit
downloading PHPUnit-4.0.17.tgz ...
Starting to download PHPUnit-4.0.17.tgz (509,430 bytes)
................................................................................
......................done: 509,430 bytes
install ok: channel://pear.phpunit.de/PHPUnit-4.0.17

C:\Winginx\php5>pear install phpunit/PHPUnit_Selenium
downloading PHPUnit_Selenium-1.3.3.tgz ...
Starting to download PHPUnit_Selenium-1.3.3.tgz (44,772 bytes)
............done: 44,772 bytes
install ok: channel://pear.phpunit.de/PHPUnit_Selenium-1.3.3

Very useful information about TDD with Yii can be found in “Agile Web Application Development with Yii 1.1 and PHP5”.