You must enable data collection for one or more virtual machines on a vCenter Server before running an Activity Monitoring report. Before running a report, ensure that the enabled virtual machines are active and are generating network traffic.
You should also register NSX Manager with the AD Domain Controller. See Register a Windows Domain with NSX Manager.
Note that only active connections are tracked by Activity Monitoring. Virtual machine traffic blocked by firewall rules at the vNIC level is not reflected in reports.