What kind of data do you want? An event log? Which events? Student details? Course lists?
There are about 60 odd reports you can access, You might want to look at this page in Moodle Docs and determine exactly what you want from there. If it is not there, you may want to look at a Plugin.
You are also able to modify an existing report and include that to provide you with the information you want, as long as you know about SQL and PHP and can write your own reports.