how do I add filters to reports?

how do I add filters to reports?

here is the problem, I have a list of distribution lists, I need to generate a report of the member's email address

so in one row, I would see the distribution list, the next row would have a list of member's email address separated by a comma

I saw that you can generate a report of member's names but I cant find a place were I can create a similar filter

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