In TDD, you normally want to run all the tests as often as possible. Running the tests gives you confidence that the code does what you intended when you wrote the tests. In addition to this, you want immediate feedback (that is, a failing test) whenever new code breaks a seemingly unrelated feature. Immediate feedback means that your memory of the changes that broke the feature is fresh, and the fix is made quickly.
Nevertheless, sometimes, you need to run one specific test, but don't let it become a habit.
To run one specific test, you can click on the diamond visible next to the test method:
When you click on it, ...