To run and test locally, execute sbt run then select the main class that contains the Flink job.
It is also possible to package the application into a fat jar with sbt assembly, then submit it with :
flink run target/scala-2.11/flink-sandbox-assembly-0.1-SNAPSHOT.jar
You can also run your application from within IntelliJ: select the classpath of the 'mainRunner' module in the run/debug configurations. Simply open 'Run -> Edit configurations...' and then select 'mainRunner' from the "Use classpath of module" dropbox.