I can read that just before the mxnet name in the url it says 3.6 so thats a mismatch.
Do you have a reason to install from a zip url rather than the more conventional way ?
It seems involved but if you want to use mxnet, I suppose this is the way....
You will need to R v3.4.4+ and build MXNet from source. Please follow the instructions linked above.
To build and install MXNet from the official Apache Software Foundation signed source code please follow our Building From Source guide.
I dont think the guide says to do that.
If you have trouble following the guide probably best support would come from the mxnet community as this seems very niche and unusual for the R world....
hmmm. according to this your best best might be to use a previous version of R because they dont provide R4 compatible binary yet.