To create a report in landscape format, you must edit the Printer Setup. If Landscape isn't available, make sure your default Windows printer is set properly. Sometimes, if a PDF converter, or something like that is selected, it may prevent changing this setting.
Go to File | Printer Setup and select "Landscape" on the lower right hand side.
You'll notice that you can also change the Paper Size, which will impact how much space you have in the designer to work with. I actually have a few clients that use Legal size for some of their reports.