For Coverity, setup depends on whether you plan to view issues detected locally by Coverity Analysis and Rapid Scan Static, or whether you plan to view remote issues; that is, issues detected by the Coverity server, whether that server is Coverity Connect or Coverity on Polaris.
You can set up Code Sight so you can view both local issues and remote ones. To do so, follow the instructions in both Configuring a local scan engine and Configuring Code Sight to view remote Coverity issues.
In Eclipse, remote issues continue to display in the Code Analysis (static analysis) view while Remote mode is active.