You might think what kind of silly question is this? However, there are individuals who thinks just calling 911 and move on means reporting an incident to the police and later they go to a police precinct asking for copy of the report.
It doesn’t work that way. File a police report means when you either called 911 or walked into a police precinct, interviewed by a Police Officer, and the Officer let you know that s/he is doing a report for you. If the Officer does take the report, s/he will give you an incident slip or their business card. Later, you can use those information on the incident slip to request or obtain a copy of the report.