This is a simple example using the RODBC package to return a query from a Microsoft SQL server to a data frame.

Simple RODBC Example.r

##### This is a simple RODBC example
##### The ODBCDriverName will be the driver name in ODBC Administrator

require(RODBC)

#open the ODBC connection
ch <- odbcConnect("ODBCDriverName")

##### Alternative ODBC connection for Microsoft SQL Server
ch <- odbcDriverConnect(
                        "Driver=SQL Server; Server=servername\\instance; Database=databasename; UID=username; Pwd=password"
                       )

#run the query, store in a data frame
sqlResult <- sqlQuery(ch, "SELECT ...
                FROM ...
                WHERE ...
                ;")

#close the ODBC connection
odbcClose(ch)