How to install RODBC driver for SQL Server 2016 R Services
To install R packages in SQLServer 2016, you first have to launch R GUI (somewhere like D:\Program Files\Microsoft SQL Server\MSSQL13.MSSQLSERVER\R_SERVICES\bin\x64\Rgui.exe).

If your server is connected to the web, you can launch a :

install.packages("RODBC")


Otherwise, download the package (see https://cran.r-project.org/web/packages/RODBC/index.html), put it your server, for instance in a folder D:\R_Packages, and launch the R command :

setwd("D:/R_Packages")
install.packages("RODBC_1.3-14.zip", repos=NULL)


This second method is not very convenient in case of package dependencies : you'll have to download / install manually all the packages needed....

Anyway, in you want RODBC to access SQLServer databases, maybe you don't need it.
Have a look at sp_execute_external_script procedure which help you to connect directly R and SQLServer.