The Microsoft Dynamics AX 2012 demo images do contain Management Reporter. However, as it turns out, not configured to work with the Dynamics AX installation…
In order to correct this get the “Microsoft Dynamics AX 2012 Provider for Service Pack 2” here.
Unpack on the image and run the X64 msi file. Then as mentioned in the DynAX2012DataProvInstGuide import the xpo and follow the rest of the installation procedure.
Then you can create in MR the companies from the Dynamics AX installation.