Each report you highlight must be set up as a recurring report. Action Network refreshes the tile when the recurring report runs - adding it to Highlights does not run the report. See Setting Up Recurring Reports.
Don't want to get spammed every time a report updates? You can set the email address to reportdrop@greenparty.org.uk to get the benefits of recurring reports without clogging up your inbox.
Report highlights rely on existing reports. Start with Creating a Report in Action Network or How to Create a New Member Report in Action Network.