I've performed Power Management Report under windows 7 using the powercfg -enery command (using an elevated command prompt) and .html report was indeed created in the System32 directory. My problem is that it can't be viewed with any browser:
This webpage is not found
No webpage was found for the web address: file:///C:/Windows/System32/energy-report.html
Simply move the html file out of the System32 directory (for example copy it on your desktop) and open it.