You're probably fine in selecting No, and getting the latest binaries (they'll come out eventually for the most recent version). If you want to build from source, you'll need XCode Command Line Tools.
You can do this in the shell with:
xcode-select --install
or install XCode. For more info, see the Mac-setup instructions here:
https://rstats.wtf/set-up-an-r-dev-environment.html
(Aside: While I was typing this, I noticed your post changed from text to an image. Text is much easier to read and troubleshoot than a screenshot!)