It is first important to understand the nature of the issue. If it does nothing when clicked (common in Chrome) or downloads a file, and when you run it, it gives an installer error (also common in Chrome, but may occur in IE) then you have a problem with either browser settings, and/or the ClickOnce application.
If your problem is the prior, take the following steps:
Verify that the ClickOnce application was deployed with your SSRS install:
Open the Report Server folder. By default, the folder is located on the SSRS server, in: C:\Program Files\Microsoft SQL Server\MSSQL.<X>\Reporting Services\ReportServer\ReportBuilder.
Make sure the file "ReportBuilder.application" exists in the folder mentioned above.
If it exists, you should be able to use the following URL to access the Report Builder directly: http://<server>/ReportServer/ReportBuilder/ReportBuilder.application
If you are not able to do this, you will need to investigate browser settings.
In IE, add to trusted sites, both the name of the SSRS server, and the HEAT Application server (if different). also add the DNS alias used to access HEAT (if different).
If it is Chrome, the first thing to do is ensure that any “unsafe scripts” are loaded:
After that, you need to understand that Chrome does not natively support ClickOnce applications. This is a Chrome compatibility/SSRS function limitation, not a HEAT problem. This is important to understand, because even if you address the above, without native ClickOnce support, you will receive cached installer errors, when trying to use the file that is downloaded, after clicking “New Report Template”.
As of July 2015, there is a Chrome plugin to allow it to handle ClickOnce applications: