If you have PowerShell version 5 then you will have Pester already installed although you should update it to the latest version. If not you can get Pester from the PowerShell Gallery follow the instructions on that page to install it. This is a good post to start learning about Pester
What can you test? Everything. Well, specifically everything that you can write a PowerShell command to check. So when I am setting up for my presentation I check the following things. I add new things to my tests as I think of them or as I observe things that may break my presentations. Most recently that was ensuring that my Visual Studio Code session was running under the correct user. I did that like this
Rob’s scenario is around giving presentations, but while reading this, think about those services which should be running on your SQL Server instance—the same concept applies.