Hi Dengke,

"Story Points by Iteration" (and many other out of the box reports) pull data from the data warehouse.  If you're not seeing any iterations in this report, the first thing to do is to check that the data collection jobs are running successfully.  If you've just recently added your timelines and iterations, you'll have to wait for the data collection jobs to run before they show up in the report.
This report also will only display iterations that have work items assigned to them.  So if you haven't created any work items in this project yet, there won't be any iterations to select from.
Finally, in this report, the "Iteration" parameter is dependent on the selected value for the "Timeline" parameter.  So make sure that you've selected the correct timeline that contains the iteration you're looking for (or, don't select any timeline in order to see all iterations).