As you said, Sonar is a compilation step. Sonar requires that the assembly be complete and pass all the tests before it is launched, otherwise the things that it does have no meaning.
Sonar runs tests using the toolkit (cobertura, if I remember correctly), which provides code coverage for the tests.
So, you need to complete the installation (or at least compile and test) before launching Sonar, and then Sonar will re-run the tests using its own goals.
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