R provides the GUI for installing into your local machine. Here is the link - https://cran.r-project.org/bin/windows/base/. After reporting to this link download the latest version of the files in .exe format and follow the steps with the default settings. Few clicks and you are done.
If your Windows is 32-bit version, it installs the 32-bit version. But if your windows is 64-bit, then it installs both the 32-bit and 64-bit versions.
After the installation you should find the launch icon of RGUI in the desktop of your windows machine.
R has different binaries for different versions of linux operating system like Debian, Redhat, Ubuntu, etc. Here is the link - https://cran.r-project.org/bin/linux/. You wont get a GUI Installer like windows in linux operating systems. But if you are well equiped with Command Line Interface of linux operating system you can use the command as shown below.
$ yum install R// For Centos
$ sudo apt-get install r-base r-base-dev// For Ubuntu
Once the installation is done you can go to your command prompt and hit R you should get the follwoing screen -
R version 3.4.0 (2017-04-21) -- "You Stupid Darkness" Copyright (C) 2017 The R Foundation for Statistical Computing Platform: x86_64-redhat-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details.
Natural language support but running in an English locale
R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R.