What method are you using to generate your report - within the UI in the Dashboard? If there, what type of report are you creating - Standard, Project, or Excel?
If you refer to the Database Reference document that comes with the product, you will see that in the entity relationship diagrams they show the Bug table related to the LINK table. If you further review the documentation for the LINK table you will see that it provides the entity type (i.e. TEST) and the entity ID for the entity to which the Bug has been linked.
To get the name of that entity you will have to see what type it is (from the LN_ENTITY_TYPE field), get its ID (from the LN_ENTITY_ID field), and then go to the table for that type of entity and find its record by its ID. Then you can get its name.