You could check this similar issue in the Sonar community forum that has the proper answer. https://community.sonarsource.com/t/how-to-integrate-pmd-rule-sets-in-sonar-cloud-and-view-the-analysis-report/95558

Link to the documentation : https://docs.sonarsource.com/sonarqube-cloud/enriching/external-analyzer-reports/

It's a matter of setting a property pointing to the PMD reports.