Before sending the created report to Kaspersky Lab for analysis, you need to find it on your computer.
If you did not change the file location when creating a report, then the file is saved on the Desktop.
The report name looks the following way: GetSystemInfo_<COMPUTER NAME>_<user name>_YYYY_MM_DD.zip).

If you changed the file location (by clicking browse), then the file is saved into the specified folder.
Open the folder where you saved the file and check if the file resides in the folder.