To clarify these responses:
1) SAS/IML Studio is a client program that always runs on a Windows PC.
2) It can connect to a SAS session that is on a different machine (called a remote workshpace server) or it can connect to a version of SAS that runs on the same Windows PC. It sounds like you want to connect to the Windows PC version of SAS. Therefore you do not need to worry about a metadata server.
3) Since you are running SAS on the Windows PC, install R on the same PC.
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