If you don't want to use test configs (A Pain in the ass to manage) just run all the test in a .dll by adding this to the build config:
<ItemGroup>
<TestContainerInOutput Include="MyProject.UnitTests.dll" />
</ItemGroup>
The whole process is smooth and fairly simple. You can inspect the unit tests that filaed on the build server by opening the test result file locally (a bit of a pain) but generally you'll just run the unit tests locally and you can see the results immediately.
If you are used to NUnit, you may opt to sort the tests by classname, it gives a similar view.
Careful with code coverage, it makes complete copies of your binaries on compile. If your binaries are sufficiently large and you compile often, it will eat through drive space quickly.