[R] Fixed typo and made code running in vignette

[asfimport]

There was a typo in the vignette from nyc-taix to nyc-taxi and also add some code to create folders, where they are missing.

 

 

Reporter: Zhuo Jia Dai

Related issues:

• [R] Make dataset vignette have executable code (relates to)

PRs and other links:

• GitHub Pull Request #6393

_{Note: This issue was originally created as ARROW-7810. Please see the migration documentation for further details.}