Well most often MS doesn’t setup stuff .So you have to do it for yourself.Like for Load testing in VS test cases,
you have to configure the database “LoadTest2010” and the corresponding tables like LoadTestRun,LoadTestCase,…
Well this is how you can do it in case you stuck at it.
Browse to this folder and execute in command line else you can always run the script in Management Studio.
cd “C:\Program Files (x86)\Microsoft Visual Studio 10.0\Common7\IDE”
SQLCMD /S localhost\sqlserver -i loadtestresultsrepository.sql