Hello, thanks for your questions!
I will start with the second one first: in VSCode, the “scan whole project / directory” feature is not implemented (you might remember it from Eclipse or IntelliJ).
However, all issues detected by SonarLint in open files will appear in VSCode’s “Problems” view, which you can toggle with command “View: Toggle Problems” (Ctrl+Shift+M).
(In case you would like to make problems more visible in the editor pane, I highly suggest that you have a look at the excellent Error Lens extension).
The “SonarLint Issue Locations” view is specific to issues that have multiple locations, signaled by [+x locations] or [+y flows] in the problem’s title; e.g a possible NullPointerException that has a tricky data flow:
This will open the locations view and enrich the editor with inline hints:
