You must deploy (also referred to as publish) your module to your test environment server before you can run and test your mediation.
In Hello World Part 1 you learn how to use the Server view and its Add and Remove Programs dialog to publish module applications to the server for the first time and how to use the Build Activities view to subsequently re-publish when required. In this sample however, you dive right into testing your applications, and just let the test client look after deploying and re-publishing your modules as required.