If you are a dashboard user, your reports will be listed at the bottom of your Profile and Settings page under the Privacy section (highlighted by the green box in the screenshot below). To request a report, click on the "here" link (highlighted by the red box).
Once available, the report will open in a new window - make sure you temporarily disable any pop-up blockers before clicking the report.
Once the report is opened, save it as a document by right-clicking on the page then selecting "Print". This will give you the option to save the document to your device.
If you are not a dashboard user, your reports will be delivered via secure document transfer. You will receive an email with instructions on how to retrieve your documents.