The Selenium Grid and Sauce Labs are key components in scaling Selenium tests. To start, you need to configure your test environment with specifics such as browser type and version, credentials, and operating system. This is achieved by setting environment variables like `base_url`, `host`, `operating_system`, `browser`, `browser_version`, `SAUCE_USERNAME`, and `SAUCE_ACCESS_KEY`. When running tests in the cloud using Sauce Labs, you need to require the `sauce_whisk` gem to get the pass/fail status of the job. You also need to add an action to your `spec_helper` file to set the job status based on the test result after each test execution. To speed up your tests, you can run them in parallel through a test runner or your Continuous Integration (CI) server.