I couldn't even get v2.0.8.3 of SnippetCompiler to include the reference. It let me do it, but it wouldn't compile.
In any case writing unit tests isn't the purpose of SnippetCompiler. It's designed to do quick spikes - try something and see if it works. In other words, it's throwaway code.
In addition, the version for .NET 3.5 (the one I'm using) is an alpha release; the developer does not seem to be maintaining this. (Not to put down the author - this was an awesome tool that saved me lots of time!)
For writing spikes against modern versions of .NET, I've switched to LINQPad. Change Edit/Preferences/Query to C# Program and it's very similar to SnippetCompiler. The basic version is free; for a small fee, the registered version provides IntelliSense.
Even if you're writing learning tests with NUnit, you'll want to preserve those tests. Use Visual Studio (or another IDE) and create a separate Class Library project for your tests.