OK, looking at the source of your home page, it appears to have been created with some sort of framework tool. Try and find out what's been used and how to use it to update the website. Failing that, you'll need to hack it, which does mean that if someone later changes the site "properly", your change will be lost :-( You might like to point this out to your boss...
I'm going to assume you have some sort of knowledge of HTML - if not, go and take one of the many online training courses to get some basic skills otherwise we're going to be speaking to each other in different languages!
From the page source, you can see the existing reports being loaded with these lines:
<a href="#" >Annual Reports</a>
<li class="item197 parent first"><a href="/index.php/2015-12-02-19-52-39/annual-report-2016" >Annual Report 2013/14</a></li>
<li class="item240 parent"><a href="/index.php/2015-12-02-19-52-39/annual-report-2014-15" >Annual Report 2014/15</a></li>
<li class="item239 parent last"><a href="/index.php/2015-12-02-19-52-39/annual-report-2015-16" >Annual Report 2015/16</a></li></ul></li><li class="item157 parent last">
So you can see there's a line for each annual report (I've reformatted it a bit to make it easier to see) you need to add a new line for your new report - the problem is that the framework has made up the class numbers, so you'll have to find the corresponding class in a CSS file somewhere and add another one, perhaps with a big number so it doesn't clash with anything else.
Now if you click on the link for one of the existing reports, you'll see it takes you to another page. So you'll need to find that and make a copy of it, but with a new name and including your new report, and you;ll see from that page where the report needs to go.
Good luck - I'm afraid you're on your own now.