According to your description, you want to use AS/400 as a data source to create a report, then deploy the report to SharePoint site, right?
In your scenario, you should install the iSeries Access or Client Access driver on your machine. Then you could create a shared data source and on the drop down for Type, select ODBC. Then click the Edit button to the right of Connection String, select Use
connection string and click Build to create a new ODBC DSN name. For more information, please refer to articles below:
Microsoft Computing: Accessing iSeries Data with ODBC
Howards ODBC Connection String FAQ
After creating a ODBC data source, you could create a report with those data. If you have configured the report server as
SharePoint integrated mode, you could deploy the shared data source and the report to SharePoint site refer to this article:
Publish a Report to a SharePoint Library.
If you have any question, please feel free to ask.