Hi,
You can only do this for Overview reports.
in the Overview report on your right side there is "view Data for" drop down box which you can select for which WSA appliance to give you the report.
If you schedule a report, this option only available for report type of 'overview' , 'system capacity'.
The option will says "WSA Appliance(s)" and will have drop down box for you to select which WSA appliance to generate the report for.
Regards
Handy Putra