I would do this one of two ways, depending on the nature of the report and person who reported it.
For users who are trying to be helpful
I actively encourage them by thanking them for their time and guiding them to the established procedures. When they use them, I say thanks again, that was really helpful, it's people like you who allow the site to run smoothly. You could say just what you said here, I think that explains how helpful it is very clearly.
Some people won't ever quite get the right way to do it; when this happens, if I think they're trying and their posts aren't disrupting the forum, I just let them be.
For users who are trying to make a public point
Sometimes users will try to shame others into not posting rather than reporting. In these cases, I apply any posting guidelines - ours don't allow personal attacks or "trolling, goading or misleading" so anything like that would be deleted. The poster gets a briefer and less overly friendly email reminding them of forum guidelines and asking them to report posts the correct way so the team can handle it. Our our site, these types of situations usually aren't the result of reported users not following the published guidelines, but instead be more of a personality or posting clash.
It's been my experience that this type of user can be super helpful outside the specific sore point, so it's a balance between encouraging them to continue that and letting them know that inappropriate behaviour will not be tolerated.