Question

She said , "I must write a report today"

Answer 1

She said that she had to(must )write a report that day.

Answer 2

The sentence "I must write a report today" is a direct quotation. It indicates that someone said those words. In this case, it seems that a person, possibly a female, made this statement. However, without further context, it is not possible to provide more specific information about the speaker.