As far as I can see the
library(ISLR
loads the data sets.
To get the names of the data sets have a look at the manual https://cran.r-project.org/web/packages/ISLR/ISLR.pdf
or just use the command
data() without the name and scroll down the data sets until you hit
Data sets in package ‘ISLR’:
Auto Auto Data Set
Caravan The Insurance Company (TIC) Benchmark
Carseats Sales of Child Car Seats
College U.S. News and World Report's College Data
Credit Credit Card Balance Data
Default Credit Card Default Data
Hitters Baseball Data
Khan Khan Gene Data
NCI60 NCI 60 Data
OJ Orange Juice Data
Portfolio Portfolio Data
Smarket S&P Stock Market Data
Wage Mid-Atlantic Wage Data
Weekly Weekly S&P Stock Market Data
The data sets are immediately available as soon as you issue the command:
library(ISLR)
"" To check issue the command
str(Auto)
No one has ever claimed that R is intuitive 
Powerful, really useful, etc., etc., but not intuitive.
Good luck.