Unfortunately, not all packages available on conda are compatible with windows machines. The good news is that Windows 10 offers native linux support via the Windows Subsystem for Linux (WSL2). This allows you to run linux/bash commands from within windows without the need of a virtual machine nor a dual-boot setup (i.e. having 2 operating systems). However, WSL does not offer a complete support for graphical interfaces (such as RStudio in our case), so we need additional steps to make that happen.

On Windows 10, install the WSL if you don't have it. Follow the instructions here: https://docs.microsoft.com/en-us/windows/wsl/install-win10
Once you have that installed, you can download and install MobaXterm (which is the enhanced terminal with graphical capacity): https://mobaxterm.mobatek.net
It is recommended that you INSTALL the program and not use the portable version.
Inside MobaXterm, you will probably will see that your WSL is already listed on the left panel as an available connection. Just double-click it and you will be accessing it via MobaXterm. If by any chance you don't see it there, close MobaXterm and go to the WSL terminal, because probably the WSL is not allowing SSH connections. You can follow this link for the instructions on how to do it. You need to complete until the step Start or restart the SSH service, while the further steps are optional, but might be useful.
Inside MobaXterm, download Conda with the command:

  wget https://repo.anaconda.com/miniconda/Miniconda3-latest-Linux-x86_64.sh

Inside MobaXterm, type the commands below to install Conda. Follow the instructions for the installation there.

  cd ~/Downloads
  sh Miniconda3-latest-Linux-x86_64.sh

Inside MobaXterm, Follow the instructions on screen replying yes when necessary. Restart your terminal window to apply modifications. After restarting, you can type the command below to install Mamba:

  conda init
  conda install -n base -c conda-forge mamba

Inside MobaXterm, type the commands below to install the X-server graphical packages that will be used to launch RStudio. https://docs.anaconda.com/anaconda/install/linux

  sudo apt-get update
  sudo apt-get install libgl1-mesa-glx libegl1-mesa libxrandr2 libxrandr2 libxss1 libxcursor1 libxcomposite1 libasound2 libxi6 libxtst6

Close and open all application and Inside MobaXterm, you will probably will see that your WSL is already listed on the left panel as an available connection. Just double-click it and you will be accessing it via MobaXterm.