If you want to do unit tests of Blender Python code, it might be to your benefit to not startup Blender every time you want to run them but to just import Blender as a Python module and run them from the command line. This is especially important/nice if you want to automate your tests. Note, before you jump in, if you just need mathutils you can get that separately here.
Luckily, Blender's build has a nifty feature by which you can compile it as a Python module and then import blender from Python...
import bpy #Starts up Blender as Python module from mathutils import Vector #Import a Blender specific library
Unfortunately for me, all of the tutorials I found were not geared toward the target I was looking for: Blender 2.78, Windows 10 x64, Microsoft Visual Studio Express 2013+, and Python 3.5. After a couple days I was able to get it all building and working with this tool chain and it should work just as well for x86, a different Python version, or a different MSVS version.