The error message suggests a network constraint (e.g., you are attempting to access the AWS S3 bucket from your work location...but the SysAdmins have locked that protocol/port/etc. down).
If you are attempting to download a specific file, then you could download the file outside of R (say, using cURL), save it on your hard drive, then modify read.csv to access the file from your workstation.
If you need to [programmatically] access multiple files for download, then it's to your advantage to research 'setInternet2' (an MS-Windows DLL) AND existence of any network access limitations imposed by your organization's SysAdmins.