SonarLint plugin can be used in your IntelliJ independently without SonarQube/Cloud. You can run SonarLint on any file or project on your local machine and get the results there itself. SonarLint has the default rules already embedded to check your code for violations.
It is recommended to use SonarLint in connected mode with SonarQube so as to publish your results on the server and get a dashboard view of the analysis along with Quality Gate results.