1. Creating a personal library
It's not clear to me why R doesn't create your personal library folder, so I suggest you create this manually.
To do this, create a folder C:/Users/<<USERNAME>>/Documents/R/win-library/3.2
(Remember to substitute your own windows user name for <<YOURNAME>>
Then your package installation should work.
2. There is no inherent reason why all packages won't work with R Open. I know of one or two exceptions where a package did not play well with the Intel MKL, but we try to work with the package authors when we discover issues like this. Bu this is highly exceptional - I literally know only of two cases where this has ever happened.
However, you'll have to modify the code to point to BioConductor:
available.packages(contriburl = contrib.url(BioC))
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I hope this helps.
Andrie