Hi @jmvol
Creating a connection in Eclipse is not enough. You also have to bind your Eclipse project to a SonarQube project (right click on a project in Eclipse → SonarLint → bind).
Then your Eclipse project should be analyzed with the same quality profile as the project in SonarQube.
Every time you change the quality profile on SonarQube side, you have to tell SonarLint to update the binding (in the SonarLint Bindings view, right click on a connection, update all projects bindings).
Note that there are some rules that SonarLint will not “execute”. You can see the list in the FAQ.
Hope that helps!