datasets package contains some built-in datasets, but your
Global_Terrorism_dataset is not one of these. This is why you can't use the
data() function in the way you describe.
A quick bit of searching indicates that you can find the data at http://www.start.umd.edu/gtd/. Also, it seems that @daattali has created a report using this data, and in this report he links to the source code in github.
If you browse this repository, you will find a csv file of the dataset.
To get this data into your session (and your Rmd), you will have to read the data using
readr::read_csv() or your preferred data import function.
Keep in mind that the code in a
.Rmarkdown documents runs in a fresh session, meaning that none of your datasets in your current session are available in the
.Rmd. In other words, you must explicitly import the data in your markdown.