Hello D. Plomp (RedMatters),
In the 'EMC Scrum 2008' template, Stories do not have a testing status (state), but Tasks have a 'Ready For Test' status. The 'EMC Scrum 2010' and 'Scrum' templates do not have any testing related states. Our 'TeamPulse' template has 'Ready For Test' status on Stories (but not for Tasks).
None of the templates seem to have a 'Testing' or 'In Testing' status.
One other thing to keep in mind is that not all the statuses are shown in the status drop down all the time. They respect workflow rules. This mean you may need to change a Story to 'In Progress' before you have the option to change it to 'Ready For Test'.
One way you can track testing is by adding a Testing Task to all of your Stories.
In the Telerik TV video you saw where there was a Testing iteration, its likely because for that iteration the whole team would be doing testing. This is something that could be done once a month or before major releases, for example.
Does this answer your question?
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