I hope that you are speaking about 'Saving a report' as an 'Excel' file.
There are two options available, for saving a report as an Excel file:
1. All the pages of the report can be printed in one sheet of an excel file
2. Every page of the report can be printed as different sheet in the excel file.
This can be done by selecting 'Save as type' as either 'Excel file' (pt 2) or 'Excel file (one sheet)' (pt 1) in the 'save' dialog.
A screeshot is attached for your reference.
I hope this helps you…