The standard reports within the DLP website give you limited ability to create reports. The data in the Oracle database is protected for security reasons and you cannot access the data directly as you are asking.
If you need to access specific data that would be contained in the incidents (for instance, how many times was a specific corporate credit card number sent outside your network), you need to install the included "IT Analytics" software. This will require another database server and web interface that will grant access to more specific information about the incidents in DLP, while maintaining enough security that you won't be just dumping the Oracle database to SQL. You can generate more complex reports from this database using IT Analytics.
In our case, even IT Analytics didn't provide the management-level reports we needed, so we used SQL Report Builder to pull together reports from the IT Analytics SQL database.