For the report, you can usually generate a report with any data you want, assuming you know the SQL to execute. To find all of the documents that have a workflow applied to them, you could execute a SQL statment similar to the following:
WHERE DocumentWorkflowStepID IS NOT NULL
That statement hits the VIew_CMS_Tree_Joined view, which contains all of the document and tree fields. Specifically, it looks at the DocumentWorkflowStepID which should have a value if the document is governed by a workflow.
One note is for documents that are created and then have a workflow applied to them. In that case, those records would not have a DocumentWorkflowStepID yet and will still be NULL. You will need to update those documents in some way to force them to the value entered. Then they will show up in the report.
Hope this helps!