The solution is to create an XCode workspace:
- Choose File > New > New Workspace.
- Enter the workspace name, and specify its location in your file system.
- Click Save.
- In the project navigator, Control-click in the empty space below the list.
- Choose Add Files to “YourWorkspace”.
- Navigate into the folder containing the project package.
- Select the framework project xcodeproj and click Add.
- Redo the steps 4 to 7 for the test project
I found the workspace documentation in the XCode User Guide.