Hello (this answer is late, but can be useful for others),
I prefer to create a folder called test in the mendix project folder tree. Inside the test folder, create a .gitignore file configured to avoid node files, so that everything is managed by one git repo (same of your mendix code):
npx gitignore node
then you can use Cypress with your mendix web app in the same way as any other web app.
You cannot see the Cypress files in Studio Pro. For that, you have to use VSCode.
Cypress files are not saved in the MPR file, similar as JS Styling files.
Please see this article for details