Plugin version: 2.0.6
Xcode version: 11.3.1
Issue:
I am following the exact same steps to set up unit tests via Xcode plugin but it doesn't work. Throws the error saying: 

{{xcodebuild: error: Failed to build workspace MyWorkspace with scheme My-scheme.Reason: The scheme 'My-scheme' is not configured for Running.

It runs perfectly while using xcodebuild test CLI command but I would like to see if it is possible via Plugin to maintain consistency. }}

Setting up a unit test step

Add the XCode build step and this time specify your unit test target (e.g. MyAppTests), configuration (e.g. Debug) and the SDK (e.g. Developer/Platforms/iPhoneSimulator.platform/Developer/SDKs/iPhoneSimulator4.1.sdk/).
Leave all the checkboxes unselected. The SDK needs to be supplied here as the unit tests will only be run when building under the simulator's SDK.