The Jenkins R plug-in has been released to the Jenkins community. So you can download it from Jenkins update site directly. Follow the instructions here to install the plug-in.
After you've installed the plug-in, proceed by creating a FreeStyle project. Now add a build step to Execute R script. You'll need R installed, as the plug-in calls RCmd to execute the scripts.
We will use an example from http://www.harding.edu/fmccown/r/, that is a very introductory article describing how to plot data with R. Copy any of his examples and paste in the Script text-area.
Now save and build your project.
Check the output in the job console. You should see something similar to the output below.
As by default R outputs the graph as a PDF, now you should have a PDF in your job workspace. You can browse it via the web interface or via a file navigator.
And here's the output of the R script that you executed in Jenkins. You can use this plug-in for computing statistics, plotting, measuring fuzziness of sets, among other interesting stuff that you can do with this plug-in.