Change local system to Portuguese in R

I tried to change local system to Portuguese in R, but it gives this warning message. Is there another way or am I doing it wrong?

    Sys.setlocale("LC_MESSAGES", "pt_br.utf-8")
    [1] ""
    Warning messages:
    1: In Sys.setlocale("LC_MESSAGES", "pt_br.utf-8") :
      LC_MESSAGES exists on Windows but is not operational
    2: In Sys.setlocale("LC_MESSAGES", "pt_br.utf-8") :
      OS reports request to set locale to "pt_br.utf-8" cannot be honored