How to make a report with leads and opportunities data

Hello,

I am trying to make a report with the following:

- open leads

- closed leads

---- Lead headings: rating (for open leads), project title, account, and a section for notes

- open opportunities

- lost and won opportunities 

---- same titles as leads

Then maybe a section that shows total revenue earned.

 I have a custom field in the lead and opportunity section, it is an option set of different companies. I want the report to show this data for the specified company chosen in the option set. For example, if i choose Company A, I want all the data be to leads and opportunities that have Company A chosen in the custom field.

Is this possible? I am getting confused when I try to make a report like this.

If would be great if someone could give me step-by-step instructions,

This is a rough example:

Thanks