After you have installed the Checkclipse plug-in by unzipping it to the plugins directory, start your Eclipse workbench. Open the properties page of any Java project in the Package Explorer and choose the entry "Checkclipse". On this page just check the checkbox "Enable Checkstyle" and press OK.
Now the Java project is rebuilt and additional warning markers will appear in the Problems View if some code is violating the default Checkstyle configuration delivered with this plugin.
Please note, that the default Checkstyle configuration delivered with the Checkclipse plug-in is rather lax. You should create yourself a more strict configuration.
If no style violations turn up, don't be optimistic that you already are perfectly stylish. There might be some points in the configuration preventing markers to show up.
The following is a list of possible sources of missing problems: