Hello CoachGeorg
Which type of report are you referring to?

Document Report

Yes, doc report supports images.

You can include the screenshot as part of a custom section. Or add a screenshot to a description of some entity and include that entity in  Details mode.

Please let me know if this is what you were referring to.

I tried a document report with tests and test runs. I attached in a run a screen shot in a step as a result. It does not show the image as an attachement nor do I see a screen shot.

Is there a way to see screen shots in a step?

Right, we don't yet support this scenario.
The only way is if the attachments are part of the run description (or other memo field) and you include the run description in the report.
It would be great if you could add an idea on the missing functionality.