Go to File > Open... > (navigate to build.gradle) > Open > Open as Project > check Use auto-import > Ok > voilà!
There are multiple ways you can do it. If you wanna run all tests at once from the command line, open up a terminal, navigate to this project's root folder and issue ./gradlew clean test.
You can do the same on IntelliJ. Open up the Project tab (Command+1) > right click the src/test/java folder > Run 'All Tests'.
Or you can just right click an individual test class and then Run it.