My R version is 

> version

               _                           
platform       x86_64-w64-mingw32          
arch           x86_64                      
os             mingw32                     
system         x86_64, mingw32             
status                                     
major          3                           
minor          4.2                         
year           2017                        
month          09                          
day            28                          
svn rev        73368                       
language       R                           
version.string R version 3.4.2 (2017-09-28)
nickname       Short Summer 

After trying to install bioconductor biocLite, following error appears

> source("https://bioconductor.org/biocLite.R")
Error in file(filename, "r", encoding = encoding) : 
  cannot open the connection
In addition: Warning message:
In file(filename, "r", encoding = encoding) :
  InternetOpenUrl failed: 'A connection with the server could not be established'

> sessionInfo()
R version 3.4.2 (2017-09-28)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 7 x64 (build 7601) Service Pack 1

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252    LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                           LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

loaded via a namespace (and not attached):
[1] compiler_3.4.2 tools_3.4.2 

I guess that you are behind a firewall and need to configure R (and RStudio?) to use a proxy. See the help page ?download.file ad https://support.rstudio.com/hc/en-us/articles/200488488-Configuring-R-to-Use-an-HTTP-or-HTTPS-Proxy