Is there any way to apply those findings directly in the code, like removing the unused variables that have been found?
AFAIK, no there isn't.
The fundamental problem is that most PMD rules either detect potential problems, or don't have a rewrite that can be automated reliably.
At any rate, PMD doesn't support rewriting.
On the other hand, IDEs like Eclipse and Intellij do offer wizards for performing refactoring ... without any direct integration with PMD or similar.
(For what it is worth, the "refactor" for a eliminating an unused local variable is so simple that it is hardly worth the effort of implementing it. And, more generally, if you have sufficient problems with your code that hooking PMD up to automated rewriting is worth doing, then you have "a problem" with the way that you are writing your code!)