Retirement tax questions

What to do if I don't have Form 1099-R, but I only have Form 5498?

I had 401K in Fidelity, and opened IRA account in Fidelity as well, then made rollover from 401k to IRA. I am not sure why Fidelity only issued Form 5498 without 1099-R for my rollover. Do I need to report this rollover in my tax return? If yes, how?