Starred versions of the sectioning commands are not added to the table of contents by default, but they can be added using:
\addcontentsline{<ext>}{<type>}{<text>}
For example, the bibliography is generated using a starred version of the
\chapter command, so it doesn't get added to the table of contents.
To add it to the table of contents, you can do
\addcontentsline{toc}{chapter}{\bibname}
The counter tocdepth controls the section level depth in the table of contents. The levels corresponding to the sections are shown Table 4.2.
The report class file sets tocdepth to 2, which means
that only the parts, chapters, sections and subsections will be
entered into the table of contents. You can use \setcounter
to change the value of tocdepth. For example, to also include
the subsubsections, paragraphs and subparagraphs, do[The format of
the Table of Contents, etc.]:
\setcounter{tocdepth}{5}