What I did to fix this:
1) I have downloaded selenium extensions from: https://github.com/sebastianbergmann/phpunit-selenium/tree/master/PHPUnit/Extensions and placed the entire PHPUnit directory under
/opt/lampp/htdocs/yii-project/framework/test
At that point PHPUnit stopped complaining about missing SeleniumTestCase.php.
2) Then I got an error about missing file in
PHPUnit/Runner/Version.php
To fix this I commented out these lines in CTestCase.php:
//require_once('PHPUnit/Runner/Version.php');
//require_once('PHPUnit/Util/Filesystem.php'); // workaround for PHPUnit <= 3.6.11
//require_once('PHPUnit/Autoload.php');
Now I am able to run my tests.