That folder is the system level package library, you need to run Rstudio as "administrator" to be able to install there.
If you are the only user on that particular computer, I find using the system level package library less prone to installation issues, but if there are more users sharing the same machine is better to use a personal library instead, the only consideration is that your windows user name must not contain non-ASCII characters or empty spaces, otherwise it is not going to work.