FileMaker doesn't do a standard SQL query. Instead, one normally performs a "find" that produces a "found set". The "found set" is somewhat similar to the record set produced by executing an SQL query in other database systems.
Filemaker 12 has a function, ExecuteSQL, that can be used to return a series of rows and columns of data from a SQL query, but the results are all contained in a single field. That's not something that can be directly returned to a report layout, but if you set up the query to produce a return separated list of primary key values, this list of values could be used in a Go To Related Records script step to pull up a found set of those records for your report.