If i understand you well, you have 5 databases (5 MS Access files) that's why you have a trouble to create reports.
First of all, change your database from MS Access to MS SQL Server Express edition.
How to do it? The simplest way whoch i know is to use
SQL Server Migration Assistant for Access(AccessToSQL)[
^]
More:
Installing SQL Server Migration Assistant for Access(AccessToSQL)[
^]
Access to SQL Server Migration: How to Use SSMA[
^]
Other way is to use:
SQL Server Import and Export Wizard[
^]
If you're well familiarized with clear T-SQL language, you can use:
OPENDATASOURCE (Transact-SQL)[
^] or
OPENROWSET (Transact-SQL)[
^] commands.
Second, but not recommended solution is to use simple trick: create a 6. database and link all tables from those 5 files into this file. Now, you can use queries, datasets, etc. ;)