Installing R
R is the main software for data sciences and statistics that is highly recommended to use. R is Free and Open Software (FOSS) that consists of a very large set of packages (like books) that you can use to create your own library of software (i.e. that software that you need). R is also scripting language. You develop a program specifying your analysis. The benefit is that this script documents exactly all your steps/decisions, and produces the same results also 5 years from now (given that you use the same library, see explanation of renv later to secure this)
Do not update your R installation to often, once per year (like in august) is more than enough.
First install R Base, later you will add the packages that you need to your library
R Base - download here for windows - or here for another operating system
Installing RStudio
RStudio is an Integrated Development Environment (IDE) specifically developed for R that you use to develop R scripts, manage your library and run scripts. So you work with R, while RStudio is the interface.
RStudio Desktop - download here for windows - or here for another operating system
Installing RTools
RTools - download here for windows
Note that your RTools version needs to match your R version (first two digits). So if you work with eg R version 4.4.1 then you need to install RTools 44. If you upgrade R in the future, you also need to upgrade RTools
You need RTools when you work with the renv library used for version management. It allows you to build an R library from the online source code of particular versions of packages. This allows you to reproduce your working environment in time (do the same thing 5 years from now) and across collaborators (the script behaves the same on everyone's computer).