R Programming language is very powerful programming language for machine learning and mathematical computing. It comes with more than 5000 packages for various purposes.
These days it is used for large scale data analytics on cluster. It provides support for getting data from database, excel files, csv files, xml files, etc..
Here is example of loading the data from csv file:
data = read.csv("data.csv", header = TRUE)
Above code loads the data from data.csv file and uses first row as header. If in your data file you don't have header then you can set header=FALSE. e.g.:
data = read.csv("wine.csv", header = FALSE)
Check more at R PROGRAMMING TUTORIALS page.