Complete instructions on installing R with QGIS (which includes installing SAGA), are found in this excellent how-to document by Jannes Muenchow, Patrick Schratz
If you have already done a stand-alone install of QGIS on Windows and want to add on SAGA for R to run, consider the following option:
1) Install SAGA from https://sourceforge.net/projects/saga-gis/
2) Extract the SAGA application, then move the entire folder (such as saga-5.0.0_x64) to a secure path, such as: C:\Program Files\
3) If you had QGIS running, quit the application, then launch QGIS again
4) In QGIS go to Processing > Options > Providers > SAGA and make sure that the setting for "SAGA folder" is set to the correct path (where you pasted the application folder).
5) If you get a warning that the system cannot find "msys" folder, you may have to tweak some settings for other applications, such as GRASS in the Processing > Options > Providers as explained here
Once you have the packages installed, you should be able to run R, from the Processing Toolbox.
Custom R Script example Here is a nice explanation of how to write a custom script in R that takes inputs from shapefiles and .csv that have been added to the QGIS Map Canvas: QGIS and R sampling example
Note: the script works when you DRAG the input files onto the Map Canvas, but not when you ADD VECTOR DATA. This has to do with forward slash / vs. backslash \ that gets picked up in the path to the source file. Explanation of this problem.
using R with QGIS video