Hi Doug. Welcome to the community!
SonarCloud does not automatically run your tests or compile coverage reports itself. It has to import those reports from a coverage analysis that you set up separately. In your case (a Java project) you would use the Jacoco library and the associated Jacoco maven plugin.
For details, have a look here:
This guide will help you diagnose and resolve issues related to JaCoCo coverage import on SonarQube/SonarCloud. Principles apply to all sorts of coverage reports, though there are few caveats specific to JaCoCo.