We are using a Sonar Qube Developer edition (8.X).Currently there is no specific way to check the vulnerablity for library files. Upon checking there is a plugin available for this
We use this extension on developer edition, works great. Keep in mind that the plugin only reads the report into sonarqube, it does not generate the report. To generate the report you will have to run the dpendency check commandline tool as well in your pipeline.