The Tested Objects' integration exercises the Naked Objects domain model as configured in nakedobjects.properties (as per the SetUpConfigDirectory fixture, ???). Out-of-the-box, of course, Naked Objects uses an in-memory object store, and so there are no issues running one scenario test against another.
You can if you want though configure Naked Objects to go against a real database, for example by using the Hibernate-based object store provided by the JPA Objects sister project. In this case you will need to ensure that you reset the database at the end; Tested Objects doesn't provide any fixtures to help you though, so you are on your own here. An alternative might be to use JPA Objects against HSQLDB configured to for in-memory use. This would let you verify your database mappings, but without no need to tear anything down.