You'll find the option to create new reports in Display & Video 360 under Insights > Reports > Offline Reporting > Create New Report.
Requirements
These are the requirements on the Display & Video 360 report to enable it to be connected to Funnel:
"File Type" needs to be set to "CSV"
The dimension "Date" needs to be included
One of the currency options is selected (Partner, Advertiser or USD)
Scheduling is turned off
Fields
You can read more about what metrics and dimensions you can include in your report here.
New fields are added continuously.
Connecting
Once you've created your report in Display & Video 360, log in to Funnel and create a new connection to Display & Video 360 in the Data Sources page. In the connect dialog, choose "Custom Report" and either enter the report Id or leave the textbox empty to get a list of all available reports. The selected date range of the report does not impact what is being downloaded in Funnel.