FAA training is geared toward the practical and EASA ( European) training is geared towards the academic.
So under FAA training you receive the required groundschool in segments appropriate to the certificate or rating you are training for.
In Europa land they've found it necessary to have you do it all at the beginning.
So in answer to your question:
Private Pilot - separately taught and tested with one written test
Instrument pilot - seperately taught and tested with one written test
Commercial Pilot - separately taught and tested with one written test
ATP - seperate course required and tested.
Training and testing requirements are under Part 61 ( and 141) in Volume 14:
https://www.ecfr.gov/cgi-bin/ECFR?page=browse