I found the solution myself. Following are to the steps to copy the SAS Report (Which is located on SAS App Server) to the SAS Folder.
1. Open the report in SAS EG
2. On top of the report (in SAS Enterprise Guide), you will find three options : SAVE , Publish , Properties. Click the Publish option.
3. A pop up window will open and it will ask you , "Type of publishing"
4. Select the "Report Repository".
5. Then it will ask for "Report Location". In this case, select the "My Folder" in SAS Folders.
6. Then select next, here it will ask for type of report , select the default one and then click Finish button.
Hurray. Report is copied to SAS Folder.
Now open your WRS and check in your "My Folder" whether the report is visible or not. If you followed the steps properly, it will be visible.