The functional testing docs show how to use FixtureFactory to prepare test data:
http://doc.silverstripe.com/framework/en/topics/testing/create-functional-test
http://doc.silverstripe.com/framework/en/topics/testing/fixtures
http://api.silverstripe.org/3.0/framework/core/FixtureFactory.html
But I can't find FixtureFactory in the stable 3.0 release. I just downloaded a fresh copy of http://www.silverstripe.org/assets/releases/SilverStripe-framework-v3.0.3.tar.gz to be sure. I found it in the git repo but I'm not sure if I should pull that one file by itself, nor why the docs don't match the release.