Do you know what the problem is ? Is this technical or just they did not do it yet ?
FWIW package is here: CRAN - Package markdown
But I recognized that package management in shared environment can be tricky.
Can they just unlock done so that you can run install.packages("mardkown") ?
Also, you should have user library that is not locked but if this goes against your IT rule, than I understand why you won't try it.
Running R in work environment completely close is not easy. Your IT department should help you to get unstuck on packages. Being able to update packages is something important IMO, and something that they can rely on maybe.
As available resource to help "know R world" better, there is this short online book
And if they want to help on offering controlled environment (and not connect you to CRAN directly), this can be also useful resource:
Anyway, I hope you'll be able to have this package install. Hopefully, it will be fixed soon in the IDE, but you'll need an update too is that happens.