Once downloaded, run it and follow the setup program.
Done.
How do I add R in the PATH environment variable?
From the desktop, right click My Computer and click properties.
In the System Properties window, click on the Advanced tab.
In the Advanced section, click the Environment Variables button.
Finally, in the Environment Variables window, highlight the path variable in the Systems
Variable section and click edit. Add or modify the path lines with the paths you wish the
computer to access. Each different directory is separated with a semicolon as shown below.
C:\Program Files;C:\Winnt;C:\Winnt\System32;C:\Program Files\R\R-2.6.0\bin