SQL Server Reporting Services
Netwrix Auditor utilizes SQL Server Reporting Services (SSRS) engine for report generation.
If you want to generate reports and run search queries against data collected by Netwrix Auditor, you should configure SQL Server Reporting Services (2008 R2 and above required).
Consider that SQL Server and SQL Server Reporting Services can be deployed on the separate machines only in commercial edition. SQL Server Express Edition with Advanced Services does not support such deployment scenario.
If you plan, however, not to use Netwrix Auditor built-in intelligence (search, alerts or reports) but only to receive e-mail notifications on audit data collection results, you may not need to configure SSRS or audit database settings.