To build the tests you can use the following command at the root of your android source tree
$ make -j SettingsUnitTests

The test apk then needs to be installed onto your test device via for example
$ adb install -r ${ANDROID_PRODUCT_OUT}/data/app/SettingsUnitTests/SettingsUnitTests.apk

To run all tests:
$ adb shell am instrument -w com.android.settings.tests.unit/android.support.test.runner.AndroidJUnitRunner

To run all tests in a specific class:
$ adb shell am instrument -w -e class com.android.settings.<class> com.android.settings.tests.unit/android.support.test.runner.AndroidJUnitRunner

To run a specific test:
$ adb shell am instrument -w -e class com.android.settings.<class>#<test> com.android.settings.tests.unit/android.support.test.runner.AndroidJUnitRunner

More general information can be found at
http://developer.android.com/reference/android/support/test/runner/AndroidJUnitRunner.html