That's helpful, thank. I can see from the OpenMX CRAN page that there is a binary for the 12.15.3 for the current version of R, and a binary for 12.15.4 for R-devel.
So, in the short term, you could try installing R-devel to see if that helps.
You can inspect what happens in the "manual configuration" by reading two files in the package source:
The configure.win file is specific to a windows installation. What strikes me from that file is a reference to RTools 2.12:
if [ -d inst/npsol/windows/x86_64/rtools2.12 ]; then
cp inst/npsol/windows/x86_64/rtools2.12/libnpsol.dll inst/libnpsol64.dll;
cp inst/npsol/windows/x86/rtools2.12/libnpsol.dll inst/libnpsol32.dll;
fi
I have no idea whether the following will help, but it might be worth ensuring you have RTools 2.12 installed.