When analyzing data in R it is often best to source data directly, and because so much data exists in rational databases such as SQL Server it is important that we are able to connect to this data without first exporting it to a common format like CSV only to import that data into R. RODBC is a package that allows access to databases using an ODBC interface. To use RODBC you can connect using an ODBC connection as documented here or you can connect using a connection string as seen in the code snippet below.

#install.packages("RODBC")

library(RODBC)

dbConn <-  odbcDriverConnect('driver={SQL Server};server=localhost;database=MyDatabase;trusted_connection=true')

tableList <- sqlQuery(dbConn, 'select * from INFORMATION_SCHEMA.TABLES')

close(dbConn)

In this example, I have used a trusted connection but you would be able to provide a UserName and password (for more on connection strings make sure to check out connectionstrings.com).