I followed the instructions for setting up an application test, which tests the running application as a whole as opposed to testing a particular method on a particular class. For reasons I don't understand, this type of test only can be run on the device itself, not the simulator.
Where I get myself into trouble was at step 2, "Add an iPhone OS unit-test bundle target to the project." This task is accomplished by right-clicking on Targets and selecting Add > New Target... > iPhone OS > Cocoa Touch > Unit Test Bundle.
The instructions do not mention the important next step: you have to set the identifier of the test bundle to the identifier of your app or you'll get a "code sign" error when you try to run the test. Right-click your app's icon under Targets, select Get Info > Properties, and copy the text in the Identifier field. Now right-click on the test bundle's icon under Targets, select Get Info > Properties, and paste the copied text over the contents of the Identifier field.
That should at least get you to the Writing Tests section, which is where I am now.
