As KamilCuk suggested, I needed to define the command Test. Defining the command in the Lazy configuration solved the issue:

return {
    name = "test",
    cmd = "Test",
    dir = "~/.config/nvim/lua/plugins-my/test.nvim",
    config = function()
        vim.api.nvim_create_user_command("Test", 'echo "Test plugin loaded"', {})
        local wk = require("which-key")
        wk.register(map_test)
    end,
}

Thanks!