Settings don't display when tabs are clicked on an existing CiviReport
It sounds like you're missing the "Administer Reports" permission.  


Go to CiviCRM's **Administer menu » Users and Permissions » Permissions (Access Control).  
Select the first option ("CMS Access Control", where "CMS" is the name of your CMS).
Assign the "CiviReport: administer Reports" permission to a role you have.
Save the permission.


It's also worth replicating a problem on the demo site (demo.civicrm.org) if this doesn't resolve your issue.  That way you can edit your question knowing if the problem you're experiencing is specific to your site, or to CiviCRM in general.