if you're just trying to view the Database > Show SQL Query, then set the report at that stage to any database just to view the Show SQLQuery.
the report is using the xtreme sample database. or you can see the query below...
SELECT
`Employee`.`Supervisor ID`,
`Employee`.`Employee ID`,
`Employee`.`First Name`,
`Employee`.`Last Name`,
(
SELECT Employee_1.[First Name]
FROM Employee Employee_1
WHERE Employee_1.[Employee ID] = Employee.[Supervisor ID];
)
FROM `Employee` `Employee`