You have to do this using the Report Scheduler tool in your Orion server.
Programs --> SolarWinds --> Alerting, Reporting and Mapping --> Report Scheduler
Then you can just play with it and test if you receive those reports via email. For more help, just refer to the online Administrator guide:
As sirpaw has said, you'll need to use the Report Scheduler to get reports emailed to you.
But you should still be able to see reports when you click on Reports under HOME. Sounds like you haven't set it up for your user account. Go to Settings, then in Accounts select Manage Accounts. Select your account and click on Edit. Then scroll down and look for "Report Folder". It will currently be set to (no reports), Select \Reports and click on Submit.