Hello Jacques,
You will need to do the following:
I. In Governance
1) Set at least one (1) collected user to be the Reporting Administration in Configuration -> Authorization Assignments

2) Set the URL to the Identity Reporting in Configuration -> General Settings

II. In Reporting

1) Login as the Reporting Administration
If you logged into Governance as this user then click on the Home looking icon in the upper right corner and select IGA Reporting

2) Select Data Sources in the Header
2.a) Press New and create a data sources that points to the IGOPS database (if you keep the default names) and make sure to utilize the igrptuser that was created during the installation of Identity Governance. It is very important to utilize this account/login for this data Source

3) Select Down in the Header
3.a) Select the Identity Governance sub tab
3.b) Do not install all 100 reports. Only install a couple
I normally install the "Database Statistics for Identity Governance".
3.b.1) Select the checkbox next to the reports you want to install, scroll to the top and select install report from the drop down.

NOTE: This action downloads the report from our site and installs it into the Repository in the your installation. One can delete and re-install reports at any time.

4) Select Repository in the Header
4.a) Select the Report you want to run
4.b) Adjust any settings as necessary
4.c) Run the Report

5) Select Reports in the Header
5.a) Here you will be able to download the completed Report to view.

Sincerely,
Steven Williams
Principal Enterprise Architect
OpenText Cybersecurity

Thanks Steven !

My bad that I didn't checked in our lab first; I only tried on the production server before creating this post, and it happens the production server has no access to Internet, so can't download "on-line"... 

It all works in the LAB

Do you know which URL opening I should ask for the the on-line download to work in all our environments?

I checked the doc but didn't find the info...

Wish you a nice day!

Hello Jacques,
Since you did not outline the version of Identity Governance and Identity Reporting that you have installed, I am not sure the value to provided. You can get this information by:

1) Login to the Reporting

2) Start the Developer Tools -> Network Tab

3) Select the Download Page in the Header

4) After a few minutes you will see HTTP 500 error for the POST to /IDMRPT-CORE/download/report/downloadFile. Look in the Response and you will see the URL.

Also, in my case, the error message in the Download Page outlines the URL.

Sincerely,
Steven Williams
Principal Enterprise Architect
OpenText Cybersecurity