Rebecca, you will have to create a custom report with custom query which joins 3 tables, COM_Customer, COM_Order, and COM_OrderItem.
SELECT CustomerFirstName, CustomerLastName, OrderID, OrderItemSKUName FROM COM_Customer inner join COM_Order on OrderCustomerID = CustomerID inner join COM_OrderItem on OrderItemOrderID = OrderID WHERE OrderItemSKUName LIKE '%' + @ProductName + '%'
@ProductName is the custom parameter which you can enter product name.
Check out these two docs on how to create custom reports with custom parameters: