The R4 has an ESP32 onboard which can be programmed for various WiFi tasks. It can function as a WiFi access point in its own right, or can connect to another device such as a WiFi router. You can find some information to get you started here:
Click on the 'Tutorials' tab a little way down and you will find some WiFi related articles. Also have a look at the Examples that you can find within the IDE. See Files -> Examples.