REPORTING TO POLICE
If the incident fits the legal definition for any crime (including sexual assault, sexual abuse, or rape), then it can be reported to police like any other crime. Your report may be investigated to determine if it can be criminally prosecuted.
You can read more about Reporting to Police, or begin completing a report in SEEK THEN SPEAK.
REPORTING AT WORK
If the incident does not meet the legal definition for any crime (for example, if it only involves sexual comments or jokes, but not sexual abuse or assault), then it is not a criminal matter, so the police will not take a report or investigate it.
However, you can still report it at work, to start an internal investigation. You can either report to your supervisor or follow another reporting process that your workplace offers (for example, by contacting the Human Resources Department).
REPORTING TO EEOC
You can also report this type of behavior to the state or federal Equal Employment Opportunity Commission (EEOC), depending on where it happened.
You can get more information about how to file a civil rights complaint at the EEOC website.
Finally, you may be able to file a civil lawsuit, because sex discrimination in the workplace is covered by federal civil rights laws.
This requires hiring a lawyer.