If you are a dashboard user, your reports will be listed at the bottom of your Profile and Settings page under Privacy. 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.