This page indexes handouts for Stat 5421.

If you want to know how to make the PDF from the Rnw file, which is not necessary (if you just want the PDF, you can just download it), what one does (for example) is

R CMD Sweave fuzzy.Rnw
pdflatex fuzzy.tex
on a computer that has both R and pdflatex installed. The second command must be repeated until the program stops saying Rerun to get cross-references right.

If you only know how to invoke R and LaTeX via a GUI, then you may have to hunt around in menus or Google to find instructions for your computer. Similarly for figuring out how to install R and LaTeX.