To create reports in SSRS for Dynamics CRM, you need to install the report authoring extension. To do this, download from the link below (Visual Studio 2012, CRM 2015):
https://www.microsoft.com/en-us/download/details.aspx?id=45013
Run the EXE to extract the files:

The wizard will open:


Press Install:

Click Next:





Now, when you start Visual Studio you will see the option appear:


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