The MSDN docs state that I can find the WCF Test Client in:
C:\\Program Files\\Microsoft Visual Studio 9.0\\Common7\\IDE\\
You won't find the component if it hasn't been installed.
In Visual Studio 2019 go to:
Tools > Get Tools and Features > Select the Individual Components tab > Type wcf in the search box and install it.
This installs the component, and you should be able to load it from the command prompt or other methods suggested in the answer.