Here, the interviewer wants to make sure that you understand the importance of measuring and delivering results to clients who need a return on their investment, and that at some point, you've been responsible for monitoring and reporting on activities and outcomes. They also want to see if you are an analytical thinker, how you react to data, and what kind of data you're most familiar with.
You can answer by providing an example of a report you've created to track and show marketing activities, and key results. You may choose to tell them about reporting on a campaign that was successful or not and explain adjustments you made for increased success.
Do not talk about reports that you've administered without having responsibility for at least two out of the three following elements: gathering, reacting to or putting the data into presentation form.