Click on Start a Report at the top of the main screen **this can (and should) be done before you have any expenses to add to it.
Enter a report name so that you know which report it is. It is suggested to use the Month and Year that it will be turned in. Then click Next.
Once you have a report created, you can add expenses to the report. The right side will show the available expenses that have come from your Amex. Check the box and choose Move > To Current Report