Jest provides various methods to run single unit tests, allowing developers to focus on specific test behavior without distractions from other tests. To run a single test, prerequisites such as Jest installation and correct file setup must be met, followed by selecting the desired file or pattern using `jest <file_name>` or `jest --testNamePattern="<regex>"`. The `.only`, `.skip`, and `f`/`it.only` prefixes can also be used to run specific tests exclusively. Additionally, good practices for testing with Jest include using descriptive test names, ensuring test isolation, leveraging matchers and hooks, monitoring coverage reports, and striving for continuous improvement.