How can I view a report for multiple sites in one report?

Solution

From the Home Page Dashboard, select multiple sites (for SharePoint Essentials Toolkit 2016 Edition and earlier, hold SHIFT or CTRL to multi-select sites from the Home Page Dashboard)
Then right click to create a report on multiple sites at a time
This is referred to as "Multi-threaded job" as it will create multiple jobs per site
After you have multiple reports created, at any time you can select the sites (that you want a report for) from the Home Page Dashboard
Right click on one of the selected sites
Click 'View Report' and then the report you want to view
This will open what we call a 'Merged Report'. This will show all data for the selected sites from their most recent jobs.
You can then drag and drop headers/columns to group by them, such as drag and drop the Site URL column to view all information for each sub site separately.