The only way to operate in connected mode is if you have a project on SonarQube to bind to, and that creation cannot happen through Visual Studio itself.
Once the project is created, through either method, you can bind to that project using SonarLint and take advantage of connected mode.
I’d also make sure you’re looking at the latest documentation, but I’m unable to link to it as I’ve already included two links in this post. Google “sonarlint visual studio” and the first link will take you to the right place.
Thanks for pointing this out. The restriction is currently a default one which applies to fresh new members. Once you reach basic level (simply a matter of visiting a few topics and reading content) then it’s waived. Will monitor in case it’s too impactful.