If the year is always the first occurrence of four consecutive numerics, then you can use
library(stringr)
str_extract("Thu,Jul,30,2015,14:18:26GMT,0500,CDT", "\\d{4}")
More complete code might be like this, if your data frame is called DF.
library(dplyr)
library(stringr)
DF %>% mutate(Year = str_extract(Date, "\\d{4}"))
If you need the year to be numeric, you can wrap that str_extract() in an as.numeric() function.