Often when I’m debugging builds or releases on VSTS, I will see that it uses the vstest.console.exe command line for running tests. Sometimes I need to run vstest.console.exe locally so that I can debug test run failures.
FYI, it is installed as part of Visual Studio 2017, and if you run the Visual Studio Developer Command prompt you will be able to run it from there. The executable lives in C:\Program Files (x86)\Microsoft Visual Studio\2017\Enterprise\Common7\IDE\CommonExtensions\Microsoft\TestWindow
If you don’t have VS2017 installed and you need to download it so that you can run it locally, you can find it in the Microsoft.TestPlatform NuGet package.
Once you’ve downloaded the NuGet package, rename it from microsoft.testplatform.15.8.0.nupkg to microsoft.testplatform.15.8.0.zip. Then open it, and you’ll find vstest.console.exe in the tools\net451\Common7\IDE\Extensions\TestPlatform folder.
Matt's work blog 
And, assuming that someone out there hasn’t had their coffee today, the location for vsTest.Console.exe that comes with Visual Studio 2019 (Professional in this case) is:
C:\Program Files (x86)\Microsoft Visual Studio\2019\Professional\Common7\IDE\CommonExtensions\Microsoft\TestWindow