Hi Nazimanasir,
Thanks for your post.
Yes, you need to install and configure the TFS Build Server for your current collection, then new Build Controller and new Build agent in TFS Build Server. And
you need select Run the Service interactively in your TFS Build Service properties if you want run Code UI test in build definition. Please refer to the detailed information in this document:
https://msdn.microsoft.com/en-us/library/ms181712.aspx.
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