.NET Core doesn't support inclusion of .NET Framework libraries. Period. However, .NET Core supports .NET Standard, and since .NET Framework also implements .NET Standard, Microsoft made a special exception in the compiler to allow you include .NET Framework libraries, with the caveat that they may not actually function at all or totally. You get a warning to this effect when you include a .NET Framework library in a .NET Core project, and it's on you to ensure that the library works correctly end-to-end.
The largest majority of .NET Framework libraries do work, as long as they don't utilize .NET Framework-specific APIs (most notably Windows-specific APIs). If they do, then they will not work.
Here, it seems this library does utilize Windows-specific APIs, meaning it is incompatible with .NET Core. In such a situation, you can still create an ASP.NET Core project, but you must target .NET Framework, not .NET Core. That is, until ASP.NET Core 3.0, which cannot target .NET Framework. ASP.NET Core 3.0+ depends on .NET Standard 2.1, which no version of .NET Framework supports or ever will.
As such, if you need to use a .NET Framework library that is not 100% .NET Standard 2.0 compliant, you must target .NET Framework, and if you must target .NET Framework, you are then version-locked at 2.2 of ASP.NET Core.
UPDATE
This answer is a little old now, but just in case it might still be helpful, the way I've dealt with this kind of thing personally is to create a very small and simple API. Basically, you create a ASP.NET Core 2.1 (LTS) app targeting .NET Framework, and all this app does is interact with the .NET Framework library. Here that would mean creating the report. Then, you're free to create your actual app as an ASP.NET Core 3.1+ app targeting .NET Core, and you just call out to the API to get the data, report, whatever you need. It's sort of like a lightweight microservice approach.