These are standard bipolar steppers; you will need a proper driver (as mentioned) to hook them up to the Arduino to test them. While I agree with previous poster's comments (ie - testing resistance, making sure the shaft turns, etc) - because there isn't really anything that can go wrong otherwise - if you want to actually test them, then the following should help:
That's a circuit to use an L293 to control the stepper; you could also use an L298:
One of those modules should be easy to come by on AliExpress as well. That instructable also includes code (which could be adapted for the L293 if needed). Before you do anything, though, you should probably study how a bipolar stepper works - so you can understand how and why it is hooked up to the driver, and what the code is actually doing - here are some more links for you to review:
DuaneDegn:
I've read many times that the L298 is not a good stepper driver. I used a L298N to drive some steppers and the chip soon became very hot.
It's only "bad" insofar as that it is a bipolar transistor design; thus, you need to allow for the couple of volts loss, etc - especially at the larger current limits. You also generally need to add a larger heatsink when you go beyond a couple hundred milliamps.
There's nothing inherently wrong, though, with a chip "getting hot" - provided you don't exceed its design limits, of course - which is why you should always use a heatsink with the L298 (although, you can get away with not using one provided that you don't draw beyond a couple hundred milliamps or so - and you don't run it constantly - so, for testing purposes, in other words).
For modern designs, though - there are better MOSFET designs; two popular ones are the A4988 and DRV8825 (for lower current stepper motors, at least). They are both low cost and easily available.
For brushed DC motor control there are similar drivers available - but to get to the level of the L298 (about 4 amps - which is only achievable on the L298 with a good heatsink and active cooling), you generally have to go with more expensive solutions, or a "discrete" approach (using n-channel mosfets and half-bridge drivers). There do exist mosfet driver ICs out there, though, for brushed DC motor control that can go up to around 3 amps, that aren't too expensive. Really, the L298 is one of those venerable chips that is cheap and ubiquitous (though maybe not the best for current designs). It mainly got this way because it was meant for automotive use - so tons were made and continue to be made. It's too bad that a drop-in replacement for it using mosfets hasn't been created.
I only mentioned those two devices (L293 and L298) because you see a ton of tutorials out there for them, and they are both cheap and easy to source components virtually throughout the world - not because they were "best" or anything.