Setup .NET Core 2.1 project and test with XUnit on Linux VM

Working with .NET Core is so much fun, but it can be a little bit tricky sometimes, unit test projects with XUnit, how am I supposed to run the tests from CLI using .NET Core 2.1 runtime?
In this post I am going to quickly setup a .NET Core test project along with an XUnit test project and will run the tests on a Linux VM that I am going to setup with HashiCorp Vagrant.