It might be easiest to try the RCurl package. Install the package and try the following:
# install.packages("RCurl")
library(RCurl)
URL <- "https://d396qusza40orc.cloudfront.net/getdata%2Fdata%2Fss06hid.csv"
x <- getURL(URL)
## Or
## x <- getURL(URL, ssl.verifypeer = FALSE)
out <- read.csv(textConnection(x))
head(out[1:6])
# RT SERIALNO DIVISION PUMA REGION ST
# 1 H 186 8 700 4 16
# 2 H 306 8 700 4 16
# 3 H 395 8 100 4 16
# 4 H 506 8 700 4 16
# 5 H 835 8 800 4 16
# 6 H 989 8 700 4 16
dim(out)
# [1] 6496 188
download.file("https://d396qusza40orc.cloudfront.net/getdata%2Fdata%2Fss06hid.csv",destfile="reviews.csv",method="libcurl")