You definitely should be able to do this exercise without doing the work equivalent to a JOIN in application code, i.e. by fetching all rows from both orderlines and products and iterating through them. You don't have to be an SQL wizard to do that one. JOIN is to SQL what a loop is to a procedural language -- in that both are fundamental language features that you should know how to use.
One trap people fall into is thinking that the whole report has to be produced in a single SQL query. Not true! Most reports don't fit into a rectangle, as Tony Andrews points out. There are lots of rollups, summaries, special cases, etc. so it's both simpler and more efficient to fetch parts of the report in separate queries. Likewise, in a procedural language you wouldn't try do all your computation in a single line of code, or even in a single function (hopefully).
Some reporting tools insist that a report is generated from a single query, and you have no opportunity to merge in multiple queries. If so, then you need to produce multiple reports (and if the boss wants it on one page, then you need to do some paste-up manually).
To get a list of all products ordered (with product name), dates of last three purchases, and comment on latest order is straightforward:
SELECT o.*, l.*, p.*
FROM Orders o
JOIN OrderLines l USING (order_id)
JOIN Products p USING (product_id)
WHERE o.customer_id = ?
ORDER BY o.order_date;
It's fine to iterate over the result row-by-row to extract the dates and comments on the latest orders, since you're fetching those rows anyway. But make it easy on yourself by asking the database to return the results sorted by date.
Year of first purchase is available from the previous query, if you sort by the order_date and fetch the result row-by-row, you'll have access to the first order. Otherwise, you can do it this way:
SELECT YEAR(MIN(o.order_date)) FROM Orders o WHERE o.customer_id = ?;
Sum of product purchases for the last 12 months is best calculated by a separate query:
SELECT SUM(l.quantity * p.price)
FROM Orders o
JOIN OrderLines l USING (order_id)
JOIN Products p USING (product_id)
WHERE o.customer_id = ?
AND o.order_date > CURDATE() - INTERVAL 1 YEAR;
edit: You said in another comment that you'd like to see how to get the dates of the last three purchases in standard SQL:
SELECT o1.order_date
FROM Orders o1
LEFT OUTER JOIN Orders o2
ON (o1.customer_id = o2.customer_id AND (o1.order_date < o2.order_date
OR (o1.order_date = o2.order_date AND o1.order_id < o2.order_id)))
WHERE o1.customer_id = ?
GROUP BY o1.order_id
HAVING COUNT(*) <= 3;
If you can use a wee bit of vendor-specific SQL features, you can use Microsoft/Sybase TOP n, or MySQL/PostgreSQL LIMIT:
SELECT TOP 3 order_date
FROM Orders
WHERE customer_id = ?
ORDER BY order_date DESC;
SELECT order_date
FROM Orders
WHERE customer_id = ?
ORDER BY order_date DESC
LIMIT 3;