This How-To video walks you through how to connect to a SQL Server via the RODBC library in R. By going into your Admin Tools you can create an ODBC connection to the SQL Server then invoke the connection name in R.
Github Script:
https://github.com/ProfessorPitch/ProfessorPitch/blob/master/R/Run%20SQL%20in%20R.R
Thanks for watching another ProfessorPitch video!