Hi,
We have long-term plans for having a special command for scanning the entire project with the code analyzer and producing a fast searchable report, however currently the built-in analyzer only works for the currently edited file by showing the warnings in the Errors pane.
The best workaround would be the solution suggested by Ophidian14 – add a custom post-build step that would invoke the analyzer. For MSBuild projects you can configure this under C/C++ settings and VisualGDB will automatically launch the step for each source file, applying the regular compiler arguments.