I've got a problem trying to import my check-style to IDEA 14. That's what I do:
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: