There are 2 paths you can take regarding sending traffic to your squeeze page. By default, it is set up to take them directly to the download page so they can download the free report. You then contact them through your autoresponder messages and send them to your sales page to purchase.
If you want, you can change this process. If you want, you can send them directly to the sales page after signing up to your newsletter. If you do that, then make sure you email them the free report (either as an attachment or a link) as part of the first email in your sequence. See this article on how to do it technically:
You can send traffic directly to your sales page if you want, but I'd suggest doing one of the above so you capture them onto your list.