The Data Management (Reporting tool) allows you to query your database and export the results to html or csv (spreadsheet). It doesn't create records in the database.
If you need to see a list of certain orders or items, with particular columns in the table, this is just what the data manager (Reports) is for. Organise comes with a few reports built in (eg Outstanding balances, Top sellers). Choose the report and press the Run Report button to generate a report. You can then press To HTML or To Spreadsheet to export the report. The idea is that new reports to suit your needs can be dropped in. Contact me if you'd like to discuss a custom report, or if you are technically-minded, please see Report Builder reference guide.