, Если необходимо включать ИМЯ ПОЛЬЗОВАТЕЛЯ и ПАРОЛЬ:

library(RODBC) # don't forget to install it beforehand

my_server="ABC05"
my_db="myDatabaseName"
my_username="JohnDoe"
my_pwd="mVwpR55zobUldrdtXqeHez"


db <- odbcDriverConnect(paste0("DRIVER={SQL Server};
                                 server=",my_server,";
                                 database=",my_db,";
                                 uid=",my_username,";
                                 pwd=",my_pwd))


sql="SELECT * FROM dbo.MyTableName" #dbo is the schema here
df <- sqlQuery(db,sql)