Ved doesn't come with a built-in testing function unfortunately (since it'd be too hard to accurately replicate every bit of VVVVVV's physics and all other things that the engine has to offer.) So you need to have VVVVVV open beside it, and when you want to test, just quicksave in Ved, load in VVVVVV, and then test it there.
What I can imagine happening in the future, is integrating specially made (stripped) versions of VVVVVV Make & Play which can instantly load a level and start testing in a specific room at specific coordinates, depending on passed arguments. I'd need to talk with Terry about that, though.