The Reports link in the moderation bar will only appear if there are reported posts, if there aren't any then the link doesn't appear.
As per XF1, you need to be a moderator in ACP > Groups & permissions > Moderators and also have the "Edit any post" or "Delete any post" permissions.
Also if you are using a custom style for your site, if you think you do have reports but still can't see the link, switch to a default unedited style to check it's not a style issue. And finally, double check that you don't have "Send reports into forum" (search the ACP for this) enabled (though if you had, I'd presume you'd see the reports appearing in a specified forum).
You can't get the Moderator bar to appear? I thought it was just the Reports link?
I suggest that you disable all add-ons and switch to a totally unedited default style (the one that came with XenForo, not another one) to see if all works as expected. If it does, then enable things one-by-one to find the problem add-on or style.
If it doesn't and you are sure that you have the all permissions set correctly AND you are a moderator in the ACP, then you'll need to submit a ticket for support.