Are you supposed to report it when you find bullet holes in you windows...?

I heared a loud crack a couple of weeks ago late at night but when I went to investigate with the dogs we couldn't see anything amiss...However whilst decorating my bathroom 2 days ago I found a hole in the outer pane of my double glazed window and can clearly see the pellet between the panes of gl...My elder brother said by law I have to report anything to do with a firearm to the police but i'm not so sure.....Any police officers from the UK out there who could tell me if I have to report it please????