TestDaF is a central concipated and worldwide taken exam. It is concipated especially for students who want to start studying in Germany or else go on studying their already taken subjects at a German University.
If you want to apply at a German University you have to hand in a language certificate for German as a foreign language which you need to show that your language competence in German suffices for taking subjects and studying here. By passing the exam TestDaF you will receive a certificate which is accepted at every University and Fachhochschule althrough Germany.
This link will give you further information as well as a list of organisations (worldwide) where you can take the exam TestDaF. Example for a TestDaF exam