Just noticed that this question is without answer for so long, this is disturbing.
It seems that currently it is assumed that you load CLJ files in REPL and so verifying that they can be compiled (there is also "compile file in REPL" command). Java files will be compiled automatically. If there are any compilation errors thwy will be added to normal problems view in Eclipse "Window/Show view/Problems"
However there are options to check classes with leiningen (there is now a shortcut to invoke it directly from Eclipse)
To check all files by compiling them use "lein compile :all" (see "lein help compile" for details) this will print any compilation errors.
(Brief description of "lein compile" may be misleading since by default it compiles only namespaces marked for AOT compilation.)
May also be helpful:
"lein jar" - as a "side effect" compiles all clj files to class files and will show any errors if there are any
"lein check" - inspects source and will give more warnings - however note that it may ignore some compilation errors that happen in default namespace (ones that occur before any ns declaration in the file)