Use WalletAppKit this class is Utility class that wraps the boilerplate needed to set up a new SPV bitcoinj app. Instantiate it with a directory and file prefix, optionally configure a few things, then use startAsync and optionally awaitRunning.

i created the wallet and send the coins using your the faucet you have mentioned and its works fine and receiving coin, here is my code...

public class Main {
    static NetworkParameters params = NetworkParameters.testNet3();
    static String path = System.getProperty("user.home") + "/Desktop";
    private static File walletFile = new File(path);
    private final static String APP_NAME = "MyWallet";
    private static WalletAppKit kit;

    public static void main(String...args)
    {
        kit = new WalletAppKit(params, walletFile, APP_NAME)
        {
            @Override
            protected Wallet createWallet() {
                Wallet wallet = new Wallet(params);
                return wallet;
            }
            @Override
            protected void onSetupCompleted() {
                super.onSetupCompleted();
                System.out.println(kit.wallet().currentReceiveAddress());
                System.out.println(kit.wallet().getTotalReceived().toFriendlyString());
                txHistory();
            }
        };
        System.out.println("start syncing...");
        kit.startAsync();
        kit.awaitRunning();
    }



    private static void txHistory()
    {
        List<Transaction> txx = kit.wallet().getTransactionsByTime();
        if (!txx.isEmpty())
        {
            int i = 1;
            for (Transaction tx : txx)
            {
                System.out.println(i + "  ________________________");
                System.out.println("Date and Time: " + tx.getUpdateTime().toString());
                System.out.println("From Address: " + tx.getOutput(1).getAddressFromP2PKHScript(params));
                System.out.println("To Address: " + tx.getOutput(0).getAddressFromP2PKHScript(params));
                System.out.println("Amount Sent to me: " + tx.getValueSentToMe(kit.wallet()).toFriendlyString());
                System.out.println("Amount Sent from me: " + tx.getValueSentFromMe(kit.wallet()).toFriendlyString());
                long fee = (tx.getInputSum().getValue() > 0 ? tx.getInputSum().getValue() - tx.getOutputSum().getValue() : 0);
                System.out.println("Fee: " + Coin.valueOf(fee).toFriendlyString());
                System.out.println("Transaction Depth: " + tx.getConfidence().getDepthInBlocks());
                System.out.println("Transaction Blocks: " + tx.getConfidence().toString());
                System.out.println("Tx Hex: " + tx.getHashAsString());
                i++;
            }
        }
        else
        {

            System.err.println("No Transaction Found");
        }
    }
}