I assumed you are using VS2010 since this is a common question when one adds a Winforms app and also the fact that you see the web report viewer for web application, which means that the reporting Toolbox items have installed correctly.
Can you confirm that you have a windows form opened in the VS designer when looking for the report viewer in the Toolbox? If so and the viewer is still not available, choose Reset Toolbox
from the context menu of Visual Studio Toolbox and let us know how it goes.
All the best,
the Telerik team
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