I wrote an Apex test (in the Developer console) for a method that is used in my LWC project. How do I upload it to my project in VSC?
All apex code, both production and tests, must appear in a "classes" folder in one of your "source" or "mdapi" structured projects.
On the assumption you're using a "source" structure and that you're using conventional organization where you have "force-app/main/default" as your directory structure, the Apex .cls file for the test should be put in "force-app/main/default/classes". This should mean it is in the same folder as the Apex class it is testing.
sfdx force:source:pull will drop this test class into the above folder structure if that's how you've configured the
sfdx-project.json package directories.