I just got my blood test report in which Polymorphs count is 62%, Lymphocytes-35%, Eosinophils-02%, Monocytes-01% & Basophils-00%. Do I need to worry?

Not to worry. You did not report your total count, only the differential, but it sounds fine.
More info needed. Unfortunately only this test without history and physical makes it difficult to give you more info. Please see your doctor who ordered these tests.