You can customize the reports included with SQL Nexus using the report designer in either SQL Server Reporting Services or Visual Studio. Visual Studio features a report designer specifically intended for client-side report development, but it is less functional than the one included with SQL Server Reporting Services. Because the VS report viewer control does not support certain features when working with client-side reports, it does not expose these features during design-time even though both SQL Nexus and SQL Server Reporting Services support them. Therefore, some people find it easier to design reports as RDL files using the SSRS report designer, then rename them for client-side use. You can use either designer to customize the reports included with SQL Nexus, although we strongly recommend that you first make a copy of a report you want to change and edit the copy rather than the original.
Studying the built-in reports is also great way to learn about the capabilities of the rendering engine. RDL and RDLC files are simply XML documents that the designers use to instruct the report rendering engine on how to create the report.
For additional information about authoring your own reports, see MSDN and SQL Server 2005 Books Online. This article provides a good initial tutorial.