Try these two things in this order:
1. After you activated File\Info\Session Report, check the Window menu. Do you see "Report" listed there? Maybe it is minimized. Select Window\Report and its minimized window may appear towards the bottom left of your screen. Then you can enlarge it.
2. Go to the Work Environment Dialog\Palette Schemes and apply the Standard Palettes scheme.
Does it show up then?
If it does then it probably somehow to to an area of the screen not visible at your current resolution and that is why you couldn't see it.
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