Coveralls GitHub Action - Error: Lcov file not found

I am configuring Coveralls using a GitHub Action.

I searched but I cannot find how I should be able to generate the ./coverage/lcov.info file.
When the action runs, since I don't have such file, I get:

Using lcov file: ./coverage/lcov.info  
Error: Lcov file not found.

I tried running test with Coverage via IntelliJ but the only export I can produce is in HTML format.

How can I generate the lcov.info file?

Edit - Adding my workflow for reference, as requested in comments

# For most projects, this workflow file will not need changing; you simply need
# to commit it to your repository.
#
# You may wish to alter this file to override the set of languages analyzed,
# or to provide custom queries or build logic.
name: "CodeQL"

on:
  push:
    branches: [master]
  pull_request:
    # The branches below must be a subset of the branches above
    branches: [master]
  schedule:
    - cron: '0 14 * * 4'

jobs:
  analyze:
    name: Analyze
    runs-on: ubuntu-latest

    strategy:
      fail-fast: false
      matrix:
        # Override automatic language detection by changing the below list
        # Supported options are ['csharp', 'cpp', 'go', 'java', 'javascript', 'python']
        language: ['java']
        # Learn more...
        # https://docs.github.com/en/github/finding-security-vulnerabilities-and-errors-in-your-code/configuring-code-scanning#overriding-automatic-language-detection
        java: [11]

    steps:
    - name: Checkout repository
      uses: actions/checkout@v2
      with:
        # We must fetch at least the immediate parents so that if this is
        # a pull request then we can checkout the head.
        fetch-depth: 2

    # If this run was triggered by a pull request event, then checkout
    # the head of the pull request instead of the merge commit.
    - run: git checkout HEAD^2
      if: ${{ github.event_name == 'pull_request' }}

    - name: Set up Java JDK
      uses: actions/setup-java@v1
      with:
        java-version: ${{ matrix.java }}

    # Initializes the CodeQL tools for scanning.
    - name: Initialize CodeQL
      uses: github/codeql-action/init@v1
      with:
        languages: ${{ matrix.language }}
        # If you wish to specify custom queries, you can do so here or in a config file.
        # By default, queries listed here will override any specified in a config file. 
        # Prefix the list here with "+" to use these queries and those in the config file.
        # queries: ./path/to/local/query, your-org/your-repo/queries@main

    # Autobuild attempts to build any compiled languages  (C/C++, C#, or Java).
    # If this step fails, then you should remove it and run the build manually (see below)
    - name: Autobuild
      uses: github/codeql-action/autobuild@v1

    # ℹ️ Command-line programs to run using the OS shell.
    # 📚 https://git.io/JvXDl

    # ✏️ If the Autobuild fails above, remove it and uncomment the following three lines
    #    and modify them (or add more) to build your code if your project
    #    uses a compiled language

    #- run: |
    #   make bootstrap
    #   make release

    - name: Perform CodeQL Analysis
      uses: github/codeql-action/analyze@v1

The same identical configuration works today, I guess some changes were done on the GitHub side.