Select ER Diagram and Graphical Members and select what you wish to see.
Please note that the above figure represents a Logical report. You can also select 'Physical', 'Logical/Physical' as well. Mart Reports are different as they span across multiple models, but you can open a model from Mart and run a report at the model level.
When running the Pinned report Current Diagram Membership (Logical) or (Physical) report, when exporting as PDF or HTML, the Diagram picture or image crops to a second page. There is no 'Fit to Page' of the image or picture. How do you resolve this?