Non-Project Mode is for users who want to manage their own design data and manually track the design state. In this mode, Vivado® tools read the various source files and implement the design in-memory throughout the entire design flow. At any stage of the implementation process, you can generate a variety of reports to examine the state of your design.
When running in Non-Project Mode, it is also important to note that the Vivado tool does not enable project-based features such as: source file and design run management, out-of-context (OOC) synthesis, cross-probing back to source files, and design state reporting. Essentially, each time a source file is updated on the disk, you must know about it and reload the design. There are no default reports or intermediate files created within the non-project mode.
You need to have a script to control the creation of reports with Tcl commands. For details of working in non-project mode see this link in Vivado Design Suite User Guide: Design Flows Overview (UG892).