Normally, you would create a DataFeed based on a Database Schema to collect some data. As long as your reporting system provides a shared database (http://www.eaipatterns.com/SharedDataBaseIntegration.html) this approach fits your needs.
In other use cases your architecture would require more capabilities on data encapsulation and service transparency, so you need to use a Service Oriented Architecture.
Coming with MashZone 2.0 you are able to access data from a XML server. webMethods Integration Server (part of the webMethods ESB) can be requested via HTTP Get/Post . This HTTP request can be secured (Basic Authentification) and supports to transfer custom request parameter (key-value pairs). It invokes an Integration Server Service, that returns a pipeline of values. Using an XML-output template you receice a well-formed XML-Reponse in your MashZone DataFeed.
I would really recommend you to use this Service Invocation on webMethods Integration Server to feed your MashUp!