How to generate Security Report?
Perform the following steps to generate Security Report:
Select Exchange Online Reports from the available vertical tabs. Then from left pane of the application, select Security Reports.
For demonstration purpose, "Non-Owner Mailbox Access" report has been chosen.
On selecting "Non-Owner Mailbox Access" Report, a window is displayed as shown below:

Once the data collection process is complete, the report data will be displayed in a report window as shown below: