To start using this feature, a new Sonar task repository has to be created (see the Mylyn documentation page for more information):
Validate Settings returns Authentication credentials are valid even if you have not entered correct credentials (Username/Password).
So, make sure to correctly deal with your credentials otherwise you will not be able to retrieve any review.
You new repository should now appear in the Task Repositories view:
Creating a Query
To browse the reviews, you can create as many queries as you wish: