Can we connect R and RStudio to our SAS server?


This is a difficult question, and depending on what your use case is, the answer may well be no.  If you really need to execute a specific set of SAS code, you can use the R system() call to execute it and capture the output.  If all you need is access to the data files from SAS, then there are packages that will read SAS data files.  Here is a forum post that may be of interest.