This isn't an error message, it should ask you at that point if you want to compile from source. If you say Yes, you'll need to have your machine set up to compile packages. What this entails differs depending on OS, but there are brief instructions here:
If you say no, it should download the binaries from CRAN.
Thank you very much Mara. It helped me! Could you please kindly tell me how I enter special characters like ^ or } in the RStudio? I started to learn R few days ago and do not know many basic things.
There's nothing special in RStudio for entering those, you do so as you normally would write text on your keyboard. So, for the caret, ^, that's Shift + 6 on a US International keyboard layout (see image of layout, below). https://images.app.goo.gl/YSL48PWxMbSF1APc7