Import Checkstyle Project

Select File > New Project > Maven > Project with existing POM

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Debug

Open the Check's source file by double click on it in a source tree as is shown:

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Debug the Check by putting the breakpoint at controversial place (double-click) on the left part of line number as it is shown:

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Then right-click the corresponding Unit-test file or class definition > Debug Test File

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Then manage you debug operations by Ctrl+F7 (Step Out), F7 (Step Into), Shift+F8 (Step Over Expression), Step Over (F8)

Organize Imports

One of the Checkstyle checks we run on our own code require sertain order of import statements. Few changes in IDE settings are required to help your IDE do it automatically.
To change formatter settings please go to Tools->Options in menu.
On Options page go to Editor->Formatting->Java->Imports (follow numbers on a picture) and apply settings highlighted:

Organize Imports settings in NetBeans