I expect this should work for downloading the file (but hard to be sure having never used that API):
library(httr)
url <- "https://wd5-impl-services1.workday.com/ccx/service/customreport2/Accenture/Deepa/INT164b_All_India_Work_Schedule_Calendars?format=csv"
username <- "your_username"
password <- "your_password"
my_csv <- GET(url, authenticate(username, password))
Then you can use one of these to read the content (depending on your taste):
read.csv(text = my_csv)
readr::read_csv(my_csv)
data.table::fread(text = my_csv)
Be very careful not to include your username and password in a git-saved file, if necessary put them in a separate file listed in .gitignore and read the content using source().
Of course, you can build the url using paste0() or other functions.