JUnit tests can be run easily from within your IDE. Every remotely up to date IDE has some built-in view that gives nice visual feedback, usually red or green indicators.

But of course it is also possible to invoke your tests from the command line. A simple example:

import org.junit.runner.JUnitCore;

public class MyClass {
    public static void main(String[] args) {
        JUnitCore.main(MyJUnitTest.class.getName());
    }
}

A very nice article on JUnit testing by Lars Vogel can be found at http://www.vogella.com/articles/JUnit/article.html. He suggests iterating through the failures of a Result class to run the tests via code, which works fine, too:

import org.junit.runner.JUnitCore;
import org.junit.runner.Result;
import org.junit.runner.notification.Failure;

public class MyClass {
    public static void main(String[] args) {
        Result result = JUnitCore.runClasses(MyJUnitTest.class);
        for (Failure failure : result.getFailures()) {
            System.out.println(failure.toString());
        }
    }
}