I have noticed that while creating reports people are confused and not really able to make full use of the Custom page size option available in Power BI Desktop .
There are scenarios where you want to create single page reports with lots of visuals. What people do is that they increase the Page Size but every thing is crammed inside that space which makes people looking reports on small screens difficult to see numbers.
To keep in mind such scenarios, here are the steps you need to follow to create a report with vertical/horizontal/both scroll bar:
1. In View tab, click on Page View and set it to Actual Size. This setting is applicable only to that specific page.
2. Now in Format option of the page, change Page Size to Custom and increase Page width/height. You will get the desired scroll bar.
3. Start adding visuals to the page and see the magic!!
One word of caution on this. I've seen examples of a report that used the approach and caused some performance related issues. With adding a ton of visuals, it may take time for all of them to load completely. In the example I saw, it was about 120 visual that kept going vertically.
I would question the need for doing this from a Power BI perspective. How much data would be useful to the user? Would it make sense to revisit the report and refactor into different pages that are more targeted? Would a different reporting solution make more sense - such as a Paginated report with SSRS/Power BI Report Server?