Hi,
Welcome to the RStudio community!
The issue you are having is because you have not installed Rtools. It's not clear from the error, but looking at the rxode code it should produce a better error message explaining that, but is doesn't 
So follow this guide to install Rtools40, and don't forget to add the path.
Once you installed Rtools, added the path and restarted Rstudio, the library should load. I tested it and it does fix it.
Hope this helps,
PJ