Solution
To resolve this issue, specific the full report file path including the report file name. For example, C:\Users\<Username>\Desktop\FileName\test.xlsx. File path is C:\Users\<Username>\Desktop\FileName\, while file name is test.xlsx. The file name is any name that you specified for the report and its file type could be Excel, Words or HTML. If you are not sure about the file format (eg. .xlsx), you could check it via the file properties.
Also, make sure that you are referred to the correct report file path.
Even though you have not create a file in the specific report file path, when you specific the file name, it will automatically create a file with the file name that you specified.