The Save option in the Print screen for reports produces a legacy file format, .cqr, which requires a separate viewer. This is rarely of much interest nowadays.
The better option, therefore, is to print to PDF. This may be already part of your Windows install, or you may have to install a separate PDF printer application.
When running the report locate the Printer option and select from the list of available printers Print to PDF.
Once selected run the report and on the preview page, select the Print Icon, this will prompt you to save a PDF file.