Default settings for cypress is just to show you the STDOUT log in your terminal and it will record videos + screenshots on fail.
The videos and screenshots you can archive and that could be your report.
If you want a real reporter with file outputs i would look at
https://docs.cypress.io/guides/tooling/reporters#Custom-reporter
and
https://docs.cypress.io/plugins/directory#Reporting
And second question exit code 0 means everything went ok, if you get exit code 1 you have an error