First install phpunit.phar locally:

$ brew update
Updated Homebrew from b1001942 to 3a44ae38.
...

$ brew install phpunit
==> Installing phpunit from homebrew/homebrew-php
==> Downloading https://phar.phpunit.de/phpunit-4.3.4.phar
######################################################################## 100,0%
🍺  /usr/local/Cellar/phpunit/4.3.4: 3 files, 3,2M, built in 3 seconds

Then right-click on the External Libraries entry in the Project pane and choose Configure PHP include paths…

Then add an include path to the folder where phpunit.phar is installed:

Screen Shot 2014-10-27 at 1.11.25

And finally you get all completions:

Screen Shot 2014-10-27 at 1.18.02