R itself doesn't have COM capabilities, but some folks built a program called statconnDCOM to remedy that. It uses an R package named "rscproxy" as well so you'll need both of these installed to get everything working.
You can find more specific instructions in the EViews 7 Command Ref.pdf, page 154 (under Chapter 7 "External Interfaces", section "EViews COM Automation Client Support", sub "Using R", sub "Installing R Components"). But quickly,
To download statconnDCOM:
Go to:
http://rcom.univie.ac.at/download.html and scroll down, you should see the download link to statconnDCOM.
To install rscproxy package:
You can do this from within R itself. If statconnDCOM installer didn't automatically install this package for you, you'll have to manually install it in R.
Once you install statconnDCOM, there should be a shortcut installed under Programs->statconn->DCOM->Server 01 - Basic Test. Run this program and click the "Start R" button. If you get error messages, you'll have to investigate further why statconnDCOM can't talk to your R installation (perhaps you didn't install R with the option to store the path to R in the registry?).
If you get the Basic Test to work, EViews should work as well.
Steve