Steps:
create a new report that returns data.
Select "Save a Copy"
Observe new dialog,
Name the new reprot
Select the Menu section the report should appear under
Click continue
Result:
If you have not already checked the check box in the access tab labeled "Include Report in Navigation Menu?" the report will not appear under any UI.
Expected Result:
When one selects the menu section they want, the report should be automatically set as visible under that UI.