My fiancee has to supply three police reports: Germany, Australia, and China. The consulate does not request these. My fiancee had to supply all of them.
She lived in Australia for a year on a working holiday visa, so a police report is required. To get this one, you have to send a money order in Australian Dollars to the Australian Federal Police (AFP) along with a self-addressed stamped envelope. Here is the link for the AFP info for anyone that needs it:
http://www.afp.gov.au/business/criminal_history_checksWe have lived together in China for over two years now, so we are in the process of getting a police report from China as well. It involves a bit more beaurocracy than Australia (obviously).
The length of time depends on the country, but the EU countries usually have their ducks in a row. It doesn't usually take long (maybe 2 weeks), and the process for EU countries is relatively painless. It will probably just take a phone call, fax, or online request with a minimal payment. Many of the EU countries will supply documents that contain multiple languages (including english), so there may not be any need to have it translated. Overall time for the consulate to obtain the report will depend highly upon how quickly the consulate makes the request.