There IS an External ID field for both the Person and Household records that is intended to allow you to enter IDs from your main church database so you can keep the people and households in sync so to speak. You can make these External ID fields visible on the Member form by going to Admin > Options > Members and then checking the box "Show the External ID fields on the Member Form".
[Note: in the Windows app, the Options tab is under Admin > System Settings. akj]
However, the Check-in and Progress Report Worksheet report is not one that displays these values. (no one has asked for them on this report before). Is this the report you're referring to? As always, I will certainly consider any request for a future enhancement. Please do let me know exactly what reports/screens you need these External IDs to appear on. It would also help to understand how you'd be using this. Thanks.