Once the cluster is created, you can connect to the edge node where MRS is already pre-installed by SSHing to r-server.YOURCLUSTERNAME-ssh.azurehdinsight.net with the credentials which you supplied during the cluster creation process. In order to do this in MobaXterm, you can go to Sessions, then New Sessions and then SSH.
The default installation of HDI Spark on Linux cluster does not come with RStudio Server installed on the edge node. RStudio Server is a popular open source integrated development environment (IDE) available for R that provides a browser-based IDE for use by remote clients. This tool allows you to benefit from all the power of R, Spark and Microsoft HDInsight cluster through your browser. In order to install RStudio you can follow the steps detailed in the guide, which reduces to running a script on the edge node.
If you’ve been meaning to get further into Spark & R, this is a great article to follow along with on your own.