From a functionality standpoint, there is no difference, your dashboard is going to work the same regardless of where you deploy it, the difference among those options is how accessible is the dashboard for others.
For example, with the first option, if you want other people to use your dashboard, they would need to have a similar enough R setup on their machines, you have to give them the code and they need to know how to execute it (it requires at least some basic R knowledge), so this option is the least flexible and practical. On the other end, the most accessible option would be using a cloud server, that way anyone can access your dashboard without setting up anything or even having any R knowledge, but it would require more effort from you to setup the server.
If you explain what your goals are, maybe we can give you better advice on what would be a good deployment option for you