Disclaimer
There are a number of limitations enforced by the Salesforce API. Summary and matrix reports are not available, and only the most recent 200 reports run by the logged in user are available.
Recommended Alternative Approach
The recommended approach is to leverage CloudExtend templates to bring your data into Excel (learn more about templates here). With templates, you can recreate your report and have more granular control over the data pulled in by using CloudExtend data filters or SOQL in the App. The side benefit is that you could also push changes back to Salesforce records from this file if desired.
Still want to use reports, read on...
Note: Summary and Matrix reports are not supported.
Step 1: Click on the hamburger icon on the top left-hand side of the CloudExtend toolbar.
Step 2: Click on Reports.
Step 3: All of your Salesforce reports will be generated. (Although all reports show, you will only be able to view detailed level reports in the CloudExtend, ie non-summary and non-matrix).
Step 4: Choose the report you want to pull into Excel and click Yes.
Step 5: Your report will load and data will begin to populate the template from Salesforce. CloudExtend can download only the first 2000 records from your report. Make sure to apply additional filters to limit the results count to 2000 records.
If you rerun your reports the table is recreated thus overwriting any custom formatting applied. A simple workaround is to record a macro that provides the formatting for your report and then run it after the report is downloaded to reapply it.