Thanks for trying out Stencila. Apologies for the lack of clarity in the docs.
The Stencila Desktop comes with two documents preinstalled. The second one "Stencila Documents" includes some instructions for how to embed code in external languages (see the section "Using other languages" > "R").
If you have a Stencila host running in R, either via the Docker image, or via a local installation of the Stencila R package, then you can Insert > Cell from the menu. Then specify you want to embed R code using:
...and in the lower part of the cell that then appears type your R code e.g.
hist(rnorm(1000), breaks=30, col=2)
If that's not working, then there may be issues with the Desktop finding the Stencila Host running in R...I can help you debug that if that is the case...don't hesitate to let me know.