You can use a lesser-known feature of Rmarkdown and add captions to subfigures: https://stackoverflow.com/a/49086985/7347699
For your example:
---
documentclass: article
output: pdf_document
header-includes:
- \usepackage{subfig}
---
```{r setup, include = FALSE}
knitr::opts_chunk$set(fig.path = 'figures/', fig.pos = 'htb!', echo = TRUE)
```
```{r, fig.cap = "Test", fig.subcap=c('sub 1', 'sub 2', 'sub 3', 'sub 4'), out.width='.49\\linewidth', fig.asp=1, fig.ncol = 2}
data(warpbreaks)
daten <- as.data.frame(warpbreaks)
test <- glm(breaks ~ tension + wool , family = "poisson", data = daten)
plot(test)
```

Alternative Approach
A potentially easier way plotting multiple R plots is to use the par
function before plotting. The benefit of this is its simplicity, and that you do not need to load addition LaTeX packages in the header. However, it is not possible to add a sub-caption to each plot.
---
documentclass: article
output: pdf_document
---
```{r, fig.cap = "Test", fig.asp = 1}
data(warpbreaks)
daten <- as.data.frame(warpbreaks)
test <- glm(breaks ~ tension + wool , family = "poisson", data = daten)
par(mfrow = c(2, 2))
plot(test)
```
