Google Unit Test Confusion

I'm a bit confused about where the unit tests should be. All the documentation leads me to believe that I must create a Test Project. REALLY? With JUnit we just created a Test package (folder) inside our application project and the tests would run with every build.

I'm new to C++ and trying to figure out how Google Test works. I've found a lot of really good questions and answers here on SO and Yes I have read the Google Test documentation but I'm still confused about this one thing:

Can I create a subfolder in my project with all my unit tests, such that they will execute with each build?

If YES then can you please help me find the needed information/example?