If you would like to generate the XML reports using the GoogleTest logic, you would to specify any additional environment variables via VisualGDB Project Properties -> Debug Settings and add custom actions for downloading the test results file (if the test runs on a remote machine).
That said, VisualGDB has its own mechanism for creating test reports. You can run VisualGDB.exe /runtests /output:xxx (or /vsoutput:xxx) to run tests from command line and generate a test report either in the VisualGDB format, or the MSTest format. See this tutorial for more details.
Please try following this tutorial. It shows how to setup an embedded unit test project and run the tests from command line. If you are not interested in the simulation platform, you can skip the relevant steps and only use the hardware platform.