There is no way to create such a report from Duo today. You can export a list of the Duo RDP applications that exist in your Duo customer (unique ikeys by type rdp), but the applications themselves do not have any properties or information that would indicate which of your on-premises Windows systems have a Duo application installed.
Your best bet is to create such a report from your endpoint management system, if you have one that tracks software installs on managed systems. If not there are a couple of ways you could hack something together, like running a PowerShell script to check for the Duo software registry path (for Duo for Windows Logon that would be HKLM\Software\Duo Security\DuoCredProv), or to check for the presence of the dll C:\Program Files\Duo Security\WindowsLogon\DuoCredProv.dll on the system.
I get how the ability to produce such a report would be useful to organizations, and suggest that you contact your Duo account exec or customer success manager to raise a feature request for improved Duo software install reporting. If you don't have a Duo contact specific to your organization you can submit the feature request to Duo Support.