It is possible to do a great deal with R within SQL Server, but it is best to start by doing analysis in R on numeric data from SQL Server and returning the results to SQL Server. There is great value to be gained even with this basic foundation. Robert Sheldon is on hand to give you a kick start with the first in his series on beginning with R in SQL Server.
Siddharth Mehta shows that R libraries can be used from T-SQL to ingest data from the web into SQL Server.
Build and Operationalize scalable Predictive models and intelligent applications using SQL and R.