To use Selenium with PHPUnit on Sauce, you need to download and install the pear package manager for PHP. Depending on your operating system, you can do this by installing mac ports for Mac, using apt-get for Linux or Windows, and following specific instructions for each OS. Once installed, you'll upgrade pear, discover and update channels, and then install PHPUnit_Selenium_SauceOnDemand. After that, you'll configure the package to use your Sauce Labs account and access key. Finally, you can run tests with PHPUnit, using an example script as a starting point. With these steps, you'll be able to test your website with Selenium on Sauce OnDemand.