According to the LightGBM docs, it's not available on CRAN.
The documentation includes instructions on how to install it, though.
As of this writing, LightGBM ’s R package is not available on CRAN. However, start with LightGBM 3.0.0, you can install a released source distribution. This is the same type of package that you’d install from CRAN. It does not require CMake , Visual Studio, or anything else outside the CRAN toolchain.