Are there any applications/software that can create an interactive report?

We recommend Prezi or Haiku Deck for presentation style or FlipHTML5 for flipbook style.

Can I embed this into a web page

Yes - Prezzi allows you to embed into a web page.

Can I embed presentations into an email?

For security reasons, emails cannot contain any form of "active" content, i.e. scripts or embedded items. If they could, this would allow trojans and viruses to be easily embedded into emails and spread without hinderance. The best you can do is provide a link your active content.