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:
http://www.freescale.com/files/microcontrollers/doc/app_note/AN2974.pdf
http://mechatronics.mech.northwestern.edu/design_ref/actuators/stepper_intro.html
http://42bots.com/tutorials/bipolar-stepper-motor-control-with-arduino-and-an-h-bridge/