RStudio is a free and open source IDE (integrated development environment for R). If you are used to MATLAB you should be pretty comfortable with Rstudio. You can run it on your desktop (Windows, Mac, or Linux) or even over the web using RStudio Server.
Notice that in order to use Rstudio you MUST install R first. Therefore please download and install R (notice that R is freely available for all major platforms). Then install the desktop version of Rstudio on your own computer. (Notice, desktop computer provided at computer labs already have R and Rstudio installed.)
Now you are ready to go! Just launch Rstudio and this will communicate with R. You can write in the "Console" a simple command like
or you can create a file (script) by clicking the File menu: File-->New-->R script.
Rstudio will communicate with R for doing the actual calculations (so yes, you DO need to install R, as Rstudio is not enough).
Make sure to save your scripts regularly during your session (for example in a file test.r), then you can use it later on again.