Apologies for the late reply. In short, you need to create a Roslyn analyzer with your custom rules. When you analyze the projects using the Scanner for MSBuild, it will run third-party Roslyn analyzers together with our SonarC#/VB analyzers and upload all of the issues. The third-party issues will be uploaded to SonarQube 
as external issues .
The third-party issues will appear in the IDE because you’ve referenced their NuGet packages.
Some details are here.
Thanks
Andrei