The way I did it (if you have a Windows machine) is to set it up in your ODBC Data Source Administrator and click Add

In the next screen, choose SQL Server and fill in your DSN information then hit next

Then toggle With Windows NT authentication and finish the rest

And you can test the connection from the wizard.

Then you can go into R with the following:

library(RODBC)
con <- odbcConnect(dsn="your_dsn")

Hope that works for you.