It is not clear which version of DOORs you are using and if RQM-DOORs integration is OSLC based or not.

There are some conditions to run this report which are highlighted in the infocenter:

http://www-01.ibm.com/support/knowledgecenter/SSYMRC_5.0.0/com.ibm.rational.test.qm.doc/topics/qm_c_requirements_reports.html?lang=en

1) you need to have test plan linking to requirement collections which contains the requirement(s).
According to this article, in lower version of DOORs 9.4 and 9.5, you can not create requirement collection in DOORs:
https://jazz.net/library/article/965

If you are using the higher version of DOORs and you can create requirement collections, then you need to
refer to 2)
2) this report is data warehouse based BIRT report and you will need to run data collection jobs and make sure they are successful. Since DOORs data is not in CLM data warehouse, you would need to have insight and run DM ETL and collect the data in order to run the report:



http://pic.dhe.ibm.com/infocenter/doorshlp/v9r5/topic/com.ibm.rational.d
oors.integrating.doc/topics/t_insight_integ.html?resultof=%22%69%6e%73%6
9%67%68%74%22%20

I dont know much on DOORs but I have got some info that DOORs side may have some reports which could
help, here are some info I can find and if you want to know more, you may want to post a new
question on that specific info(I dont know the details though):
==
From within DOORS, you can insert a Layout DXL column and choose "OSLC
- Displays status of QM artifacts linked to objects" from the list of
sample script shown in the library.  This will
show the Title and Description of the linked Test Case. If that's done,
then you could use the Layout DXL column and then run a report on it
==