How to quickly create a large test file for SQLIO?

Easiest way is to use FSUTIL.EXE tool which comes with all versions of Windows.

Following command will create a 2TB file.

PS C:\> FSUTIL.EXE File CreateNew D:\TestFile.DAT (2TB)

File D:\TestFile.DAT is created

Please note that CREATENEW will take longer time since it actually initializes the block to the size you mentioned (2TB in example) so easier way is to use SETVALIDDATA. This just moves the end of file marker. 

!!!Be very careful while doing this as it will overwrite already existing data!!!

PS C:\> FSUTIL.EXE File SetValidData D:\TestFile.DAT (2TB)

Valid data length is changed

To use the file size in GB or TB you must run these commands thru PowerShell. Else you must give size in bytes