Commands like this belong into the preamble, i.e. between \documentclass and \begin{document}. If you want your \subsubsections also to be appear in the table of contents you should add \setcounter{tocdepth}{3} as well.
Please see How to show subsections and subsubsections in TOC? for more information about this, including a list of sectioning levels and their numbers.
\documentclass[11pt,a4paper]{report}
%\usepackage{...}
\setcounter{secnumdepth}{3}
\setcounter{tocdepth}{3}
\begin{document}
\tableofcontents
\chapter{Some chapter}
\section{Some section}
\subsection{Some subsection}
\subsubsection{Some subsubsection}
Text ...
\end{document}