How do I generate Sales Order-specific reports in Price Books?

Yes, you can, provided you have mapped your Sales Order module with Price Books.
You can generate module-specific reports in Price Books provided you have set up a relationship between a module and Pricebooks. 
For example, if you want to generate a Sales Order report from Price Books, you should have mapped Sales Orders with Price Books. Refer to the image below. 


To know more about Price books, click here.