If you have ever used NUnit then there is something similar for Biztalk called BizUnit. I haven't used it personally but I've seen it used and it's nice.
http://www.gotdotnet.com/workspaces/workspace.aspx?id=85ef830b-5903-4872-8071-4d4123a5553b
Also if you plan on debugging it then you can attach the debugger to the Biztalk app and you should be able to step through code in the helper classes you've written.