If you don't click the Yes, Send Report To My Dashboard And Notify Me When Ready button, then the report will open in a separate browser tab after it generates.
If you do click the Yes, Send Report To My Dashboard And Notify Me When Ready button, the system will notify you when the report is ready (first screenshot below), allowing you to download it now, or dismiss the message and later retrieve the report from the Notifications and Alerts section (i.e., dashboard) on the home page (second screenshot below).
Note that the dashboard notification only appears to the user who generated the report and expires after 24 hours. Also note that if you are required to log out of the system, or if your browser session ends, the reports will continue to generate and be available from the home page for 24 hours.
Note: The home page is accessed by clicking the logo at the top right of the screen.
In addition, at the top left of the Reports screen, a Pending Reports section is available to indicate that reports are either compiling or are ready to retrieve via the home page.