I don't know of any tool that integrates with your IDE (Xojo) directly, but if you don't mind using something that's outside of it, then you can use pretty much any reporting/bi tool you want, i recommend you to evaluate several of them and pick the one that better fit your needs, according to what you ask in your question, you look for something like DBxtra, this tool lets you create reports by pure drag and drop, and if you like doing some SQL yourself, you can edit the query to achieve better results, it also does drill downs, exports to Excel (among other formats), let you view reports in any browser (even mobile ones) and you can embed them like this.
The only problem is that for running the web reports and designing them, you need a server with Windows, it could be any Windows in fact, and you can even run it inside a Virtual Machine, so if you're a Mac only environment, you can setup one computer to act as a server with a Windows 7 virtual machine running on VMware Fusion or Parallels (or even Virtual Box).