Warning when installing packages: Rtools is needed

I use the latest RStudio-1.2.1335.
When installing a package, either from CRAN or from a zip file, I receive a warning message saying Rtools is needed. The installation nevertheless went through.
I am not developing packages. I am just INSTALLING packages. Why would I receive the warning.

Message paste below.

 > install.packages("aod")
WARNING: Rtools is required to build R packages but is not currently installed. Please download and install the appropriate version of Rtools before proceeding:

https://cran.rstudio.com/bin/windows/Rtools/
Installing package into β€˜C:/Users/Bonnie/Documents/R/win-library/3.6’
(as β€˜lib’ is unspecified)
trying URL 'https://cran.rstudio.com/bin/windows/contrib/3.6/aod_1.3.1.zip'
Content type 'application/zip' length 322953 bytes (315 KB)
downloaded 315 KB

package β€˜aod’ successfully unpacked and MD5 sums checked
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