Packages contain collections of functions. The R community has generated over 1,000 different packages. R come with a base set of packages including the ‘stats’ package. You will probably at some point want to install additional packages that can handle unique tasks. For example, maybe you want to install the ‘lattice’ package to improve the graphics you generate. The following code will get ‘lattice’ on to your computer:
install.packages("lattice")
You will then be prompted to select a mirror (the location you will download your package from). Choose one near you (I live in Chicago and always use CA1 – Berkeley) and then click OK. The download should begin.
Alternatively, you could you the drop-down menus. Select Packages–>Install Packages. Now you can look up the package you are interested, select a mirror from which to download, and begin downloading.