After install, a startup notification will ask for installing support for additional languages. You can also do it anytime in the Visual Studio Options, under the SonarLint menu item. Issues in these languages are detected whenever you save files.
If Visual Studio full solution analysis is enabled (see here) you can trigger an analysis under the usual Visual Studio Analyze menu, and SonarLint will report all issues it finds.
SonarLint is integrated with Microsoft Code Analysis framework, rules can therefore be fine-tuned in the .ruleset file used by your project.
In the Output panel, show output from SonarLint. Verbosity can be increased in the VS Options, under the SonarLint menu item.