Hi welcome to the world of R.
mtcars #look at this built in data set
str(mtcars) #allows you to see the classes of the variables (all numeric)
#one approach it to index with the $ sign and the as.factor function
mtcars$am <- as.factor(mtcars$am)
#another approach
mtcars[, 'cyl'] <- as.factor(mtcars[, 'cyl'])
str(mtcars) # now look at the classes
This also works for character, dates, integers and other classes
Since you’re new to R I’d suggest you have a look at these two websites:
R reference manuals:
http://cran.r-project.org/manuals.html
R Reference card: http://cran.r-project.org/doc/contrib/Short-refcard.pdf