I have project with additional composite build.

./gradlew test

launches only from main project modules tests. I need to write

./gradlew :composite-build:test

to launch tests from the composite build. Is there any way to just one command which launches all tests everywhere?

If you want that, you need to configure that. For example like

tasks.check {
    dependsOn(gradle.includedBuild("composite-build").task(":test"))
}

or similar.