Intellij IDEA checkstyle

Go to the Checkstyle configuration page via File → Settings, then typing checkstyle into the search box:

Press the plus icon to add your checkstyle.xml. Activate your checkstyle.xml by clicking the checkbox in the column labeled Active.

That's it!
If you want real-time scans, you can go to the Inspections dialog and activate the real-time scan:

In the new version you need to install a plugin called CheckStyle-IDEA