How difficult is the process of filling q police report for a stolen package?

A bit over a week ago I made a $200 purchase that never arrived, Amazon claims it was stolen. They can't give a refund unless a get a police report filed.

I've never even called the police before, though. Could anyone who has gone through these steps tell me how it went? is it as simple as going to the police station, explaining the situation then sending a photo of the report to Amazon? Or was it way more steps than that. any help is appreciated.