R is a programing language and environment that is for statistics and numbers only. It is often used by data analysts and data scientists because of its ability to support graphics. Although Power BI does support R, it does not include or install the R engine. This means that you will have to install it prior to using the R visuals.
Although R is a default option on the Power BI Visualizations pane, it does not work in the same method as the other options. When you add an R visual to the canvas, you'll be prompted to write your R script using an editor that opens up.
There are so many options, right out of the box, to create great visuals. Save R visuals for when you have achieved advanced status.