Installing R:
You can obtain the R binary distributions for Windows, Linux, and Mac from here.
You can use a code editor or IDE (Integrate Development Environment) instead of directly entering commands in R console or simple text editors. These code editors allow syntax highlighting of R language which makes it easier to write/read codes. I highly recommend a new IDE, RStudio which combines an intuitive user interface with powerful coding tools, available for all major platforms!
After installing R, you can install RStudio from here.
A quick tour of RStudio in which it's features are highlighted...
By going to File > New > R Script, you can open an script in which you can write your code (You can directly enter your commands in Console, but entering them in script file let you save, re-execute, edit and change them whenever you like!).