Hello JC,
When you close an Opportunity, the pop up screen that is shown will create an Activity on Dynamics CRM.
You can get that activity on Advanced Find.
You can specify a filter on the atribute "Activity Type" to Oportunity Close.
So, to create a report that shows this description, you need to specify on the report the following parameters:

Then, when specifying the columns, you can add the description attribute to be shown on the report.

Let us know if this helps.
Thanks.
Best Regards