TestFactory is a custom class which was created into this step - 

https://trailhead.salesforce.com/content/learn/modules/unit-testing-on-the-lightning-platform/generate-data-for-tests

Or just follow this Solution - 

1. Create a Apex class TestFactory
2. Copy this code 

@isTest
public class TestFactory {
  public static Account getAccount(String name, Boolean doInsert){
    Account a = new Account(name = name);
    if(doInsert){
      insert a;
    }
    return a;
  }
  public static Contact getContact(Id accountId, String fname, String lname, Boolean doInsert){
    Contact c = new Contact(firstName = fname, lastName = lname, accountId = accountId);
    if(doInsert){
      insert c;
    }
    return c;
  }
  public static void generateAccountWithContacts(Integer numContacts){
    Account a = getAccount('default account ltd', true);
    List<Contact> contacts = new List<Contact>();
    for(Integer i = 0; i < numContacts; i++){
      String contactName = 'contact' + i;
      contacts.add(getContact(a.id, contactName, contactName, false));
    }
    insert contacts;
  }
  public static Opportunity[] generateOppsForAccount(id accountId, Decimal amount, Integer numOpps){
    List<Opportunity> opps = new List<Opportunity>();
    for(Integer i = 0; i < numOpps; i++){
      Opportunity o = new Opportunity();
      o.name = 'Account ' + i;
      o.accountId = accountid;
      o.amount = amount;
      o.closeDate = Date.today().addDays(5);
      o.stageName = 'Prospecting';
      opps.add(o);
    }
    return opps;
  }
  public static User generateUser(String profileName){
    UserRole userRole = new UserRole(DeveloperName = 'TestingTeam', Name = 'Testing Team');
    insert userRole;
    User u = new User(
      ProfileId = [SELECT Id FROM Profile WHERE Name = :profileName].Id,
      LastName = 'last',
      Email = 'Cpt.Awesome@awesomesauce.com',
      Username = 'Cpt.Awesome@awesomesauce.com',
      CompanyName = 'Testing Co',
      Title = 'Captian',
      Alias = 'alias',
      TimeZoneSidKey = 'America/Los_Angeles',
      EmailEncodingKey = 'UTF-8',
      LanguageLocaleKey = 'en_US',
      LocaleSidKey = 'en_US',
      UserRoleId = userRole.Id
    );
    insert u;
    return u;
  }
}