ATD is not available as a virtual appliance. You will have to have a physical ATD to integrate with TIE for testing.
How can I setup a physical ATD? Any articles that could guide me through the setup.
first of all you need the McAfee ATD Hardware. You cannot install the software on another Hardware. If you are a McAfee Partner you may order an appliance for you for testing purposes. The physical appliance comes preinstalled with a software. If there is a problem with the appliance McAfee support provides a tool to reimage the appliance.
Just a hint, wait until the focus 2016. :-)