[SPARK-32493][INFRA] Manually install R instead of using setup-r in GitHub Actions

[HyukjinKwon]

What changes were proposed in this pull request?

This PR proposes to manually install R instead of using setup-r which seems broken. Currently, GitHub Actions uses its default R 3.4.4 installed, which we dropped as of SPARK-32073.

While I am here, I am also upgrading R version to 4.0. Jenkins will test the old version and GitHub Actions tests the new version. AppVeyor uses R 4.0 but it does not check CRAN which is important when we make a release.

Why are the changes needed?

To recover GitHub Actions build.

Does this PR introduce any user-facing change?

No, dev-only

How was this patch tested?

Manually tested at HyukjinKwon#15

[HyukjinKwon]

Thanks @cloud-fan. I am going to merge to unlock other PRs.

Merged to master.

[dongjoon-hyun]

Thanks for the fix, @HyukjinKwon .

BTW, is this a temporal fix? Why don't we try to specify the version like r-version: '3.6.1' instead?

Currently, GitHub Actions uses its default R 3.4.4 installed,

Technically, we have experienced that this manual installation was flakier time to time. At least, setup-r is shared with other projects and maintained in a way. We may switch back later. However, it's good for now because this makes CI happy back. Thanks.

[HyukjinKwon]

Yeah, it is rather a temporary fix. I couldn't find a way to properly set. I tried to explicitly set the different r-version, find the installed path & set, and different configurations. None of them worked - it looked like it wasn't installed at all for some reasons. I will see and bring r-setup back later.