Tinn stands for the recursive acronym 'Tinn is not Notepad'. It was initially written as a small ASCII file editor primarily intended as a better replacement for the default Notepad.exe program distributed with Windows.
Notice that Tinn-R is available for Windows only! (-- you could check Rstudio (available for all platforms) or other suggestions).
Download Tinn-R and install it as usual. More information about Tinn-R are available at http://www.sciviews.org/Tinn-R/.
Tinn-R only makes really sense together with R, so please install R as well (notice that R is freely available for all major platforms). Now look at Tinn's upper menu and search for the "R" button. Click on it then follow R -> Start/close and connections -> Rgui. This will open R and Tinn-R will be able to communicate with R.
You can use Tinn-R now for typing your R code and use the menu buttons to throw
your code directly into R. Do some simple tests like typing
> x<-1
and evaluate it. Make sure to save your Tinn-R working sheet regularly during your session
(for example in a file test.r), then you can use it later on again.