In Splunk, reports are results saved from a search action that displays statistics and visualizations of events. We can run reports anytime and they fetch updated results each time they are run. These reports can be shared with others and can add these to dashboards. More sophisticated reports can be drilled down function to see underlying information.
If you are looking for an online course to learn Splunk, you can register in this Splunk Training course by Intellipaat.
Also, watch this video on Splunk: