All the instructions are about the PEAR method which is now deprecated.
So how do we install it to be able to run phpUnit from command line with WAMP?
https://phpunit.de/manual/current/en/installation.html
install with composer - windows section.
Ok, Peter Popelyshko found the solution. It is documented under the windows section.
I made a bit it simpler:
1) Copied the phpunit.phar file to the php directory eg. c:\wamp\bin\php\php5.4.12\, as the php dir was already in my PATH environment
2) in the same dir run the following command from command line: echo @php "%~dp0phpunit.phar" %* > phpunit.cmd OR manually create a phpunit.cmd file with the following content: @php "%~dp0phpunit.phar %*
3) open a new command line and test with: phpunit --version
Should return PHPUnit x.y.z by Sebastian Bergmann.