Generating new Custom Report

I just wanted to add a new Report to a new custom developed plugins.
Response was:

plugins/X/Reports/X.php for X generated.
You should now implement the method called "getX()" in API.php
Enjoy!

But there is no Reports folder /API.php file in my plugin directory. I couldn’t find any error message.
What could be the problem?
Can I just add the reports folder and api.php file myself?