Information about the windows version of R, and in particular about how to obtain it is contained in the windows FAQ page, R for Windows FAQ
One source for the binary distribution is :
View the ReadMe files. You will have to copy several .zip's as well as the installation program. I typically do not download the source or the latex help files.
The following note is contained in the README file associated with the windows binary
Note: CRAN does not have Windows systems and cannot check these binaries for viruses. Use the normal precautions with downloaded executables.
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