I wouldn't care much if an individual has been using the software for the personal needs. Even software vendors themselves are not interested in punishing a single person. There is no real value for them in making a precedent: upon receiving a miserable surcharge they loose time, resources and often gain negative reputation (vendor vs institution is a different story though).
Sooner or later this person is going to present the results of his/her work in a form of annual report, presentation, paper, etc. If a paid version of program has been used for conducting a research, it always shows, and people from the same field will always be aware of what piece of software has been utilized.
Assuming you care about this person and you want to help, I'd suggest to show him/her some free open-source alternatives. Show the benefits of reproducible research. Sometimes people use the cracked version not because they are evil, but because they are lazy and don't want to check out for the optimal tools, downloading the first program Google spoonfed them with.
If you want to make it public, on the next group meeting congratulate the person on the achievements and ask politely how this, that or the other has been achieved (which algorightm, how it's been plotted etc.), forcing the person either to lie, or to evade the questions entirely. If the people around are literate, invested and pay attention, they will get your message. If they aren't, your accusation-driven report won't change anything anyway.
I see only one reason you need to report to your supervisor explicitly: if you have to collaborate with that individual and you cannot perform your part because you also need to use that pirated program to process the data. Otherwise I'd say it's none of my business. I get my own life and I'd better think for myself.