The most common way is to have a test block in the ‘main’ file of the module that references all other files in the module. See the Zig standard library for an example:
Combined with all the pub const blah = @import("blah.zig"); lines in std.zig, it will run all the tests in those files as well when running zig test lib/std/std.zig or addTest with .root_source_file = .{ .path = "lib/std/std.zig" }.