Good place to start is the Mendix reference guide.
Data Sets: https://docs.mendix.com/refguide/data-sets
Report Widgets: https://docs.mendix.com/refguide/report-widgets
I understand it would be challenging sometimes when How-To's docs are not available for some features but take your time to do some reading and DIY.
1. You need to create a DataSet in your project module - RightClick on Module->Add->Resources->Dataset
2. Add parameters for the DataSet.
3. You would have to set the source to be a OQL or a Java Action.
4. For your DataSet parameter to show up as selctable in your Report Date Parameter widget " The corresponding data set must be used by one of the report widgets on the page." say a Report Grid for example.
I know this is not much but hope it will get you going forward.