Yes, the secret service is the right law enforcement agency to report this threat to. Donald Trump is under secret service protection.
The secret service has already talked with Beck once already when he publicly fantasized about stabbing Trump repeatedly on a debate stage. Though when questioned by Dallas based secret service agents, he claimed it was his radio co-host Stu, not Trump, whom he would stab repeatedly.
He’s been visited prior to that, too, regarding Obama, hasn’t he? I think he talked about it on his show.