The Salesforce Integration supports two Custom Report Types:
Leads & Opportunities
Contacts & Opportunties
To create these Report Types, follow these steps in Salesforce:
Go to Setup > Report Types.
Click New Custom Report Type.
Select the Primary Object for your custom report type as either Lead or Contact and fill in the other details
Set the Child Object as Opportunity with either relationship criteria
Save the Report Type
As an example, for the Leads & Opportunities Report Type, the Object Relationships might look like:
Now, you can use the Report Type when creating a new Report in Salesforce.
More information on Custom Report Types can be found in Salesforce's help article.