dotCMS reports live under dotCMS/reports. This is configurable in the dotmarketing-config.properties file (overwrite in a plugin using the dotmarketing-config-ext.properties in the /plugins/com.dotcms.config/conf folder). Setting by default is REPORT_PATH=/reports.
Under the configured directory you can find both the compiled report and the source jrxml with its inode as the name.
The report path is relative to the ASSETS_PATH