Step 1 - Starting with a blank Report
To start a new report, right click your Reports/Templates folder of a specific database folder, and click Open or Add (and supply a new name for your report), now click Design. The Report Designer will open.
Step 2 - Setting up your data pipelines
Now click the Data Tab and click File - New, select the Query Wizard and click Ok, follow the wizard's instructions by selecting a table(s), columns, grouping, searching, sorting etc. You now have your data pipeline defined. 
You can setup more than one pipeline and also join them graphically, i.e. creating left joins inner joins etc.
Step 3 - Wiz zing your way through the initial layout
Now click the Design Tab, then click File New again. Click the Report Wizard and click Ok, then follow the wizard's instructions in selecting your columns which you wish to display, layout, styles, etc. When you are done, click Finished. You should now be able to Preview & Save your report. 
You can save your report to any place you wish, however if you save it without a complaint MyCon name (i.e. a name MyCon is looking for when finding child folder for your Reports/Templates), you will be prompted to optionally save a report template copy for both the specific database and the specific MyCon Connection. If you choose to do so, you will see your new report templates appear beneath your Reports/Templates folder.
Step 4 - Customizing
You can now use the comprehensive Report Designer to customize your report template, just pressing F1 will get you more extensive help on all the report designer features as well as the reporting scripting features found in the Calc Tab.
For more information on Reports, see Report Overview