There are two common approaches to this.
First, you can check for the existence of a screen element from the selection screen. If it exists, you must still be looking at that screen and so the report found no data.
Second, you can look at the text of the status bar. If is says "no documents found", you know there were no matching documents.
In either case you then need to take appropriate action. What that action is will depend on your scenario and requirements.
Steve.