These ‘make’ commands should be run from the directory where you have configured and built LLVM. This is not very well stated on the web page you cited, although in one place it does say:
Configuring and building LLVM is described at: https://llvm.org/docs/GettingStarted.html
The description on the TestingGuide.html page assumes you are using ‘make’ to build LLVM; if you are using ninja or some other tool, you should use the appropriate command for that tool, for example ‘ninja check-llvm-unit’.
If you have done those steps, and running the tests from the build directory still does not work, let us know what steps you have taken and what the error messages are.