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 system() call in R to execute it and capture the output.  If all you need is access to the data files from SAS, then there are packages in the R ecosystem that will read SAS data files.  We'd recommend asking on our Community site for more help with your specific use-case.