Janakiram M.P. has a look at trying to run Management Reporter on a Workgroup. I’m going to spoil the surprise and tell you that it won’t work without a domain. This is going to be one of the struggles with Management Reporter. It is more powerful than FRx but it takes more infrastructure to make it work.
Management Reporter on Workgroup
Archived post from 2010. Dynamics GP and the links it points to have changed since; check current documentation before relying on version-specific steps.