Ginger Grant has some links on learning R in the context of Power BI:
Comprehensive Resource Archive Network [CRAN] is where one can download Open Source R, packages and contains lots of information about R.
Microsoft R Open which is a fully CRAN compatible version created using the Intel MKL for improved performance can be downloaded here.
One thing I would push a little bit on that list is R Tools for Visual Studio. My default R IDE is still R Studio, but RTVS has made some nice improvements, and it’s worth checking out.