Reports for each application are created via the App Designer (Settings > Applications > App Designer). From the App Designer, click Reports to open the Reports Designer:

The Design Reports screen appears as shown below

All existing reports are listed in the (A) Reports List. You can select a report from the list and take (B) Actions on the report, such as editing the report or managing report permissions. Finally, click (C) +New to create a new report in the Report Designer.