install

• Download the latest release of tsqlunit from here.
• Unzip the file. You can use winzip or the open source 7-zip.
• Connect to your database as dbo using the SQL Query Analyzer, execute the tsqlunit.sql file.
• If you want to when new release of tsqlunit appears, subscribe to the announce mailing list.
• If you want to discuss tsqlunit, subscribe to the users mailing list.

remove

• Connect to your database as dbo using the SQL Query Analyzer, execute the removetsqlunit.sql file.

testcases 

There are of course testcases that test the test framework. These are not necessary if you just want to use tsqlunit. 
But if you want to change tsqlunit you may use them to verify that you don't break anything. 

Properly written tests also serve the purpose of documentation, so I hope that the testcases can help to answer questions about how tsqlunit works. The tests can be viewed online.

The tests are written in the language Python. A very powerful and very easy to learn language. It is available for free. 

• Download Python and win32all here. (actually any version of Python later than 1.5.2 will do)

• Download adodbapi.py here.

• Run the tests by typing test_tsqlunit.py in the command prompt (be in the same directory as the file).