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A general description is here.
All builds have support for 'https:' URLs in the default methods for 'download.file()', 'url()' and code making use of them.
Unfortunately that cannot guarantee that any particular 'https:' URL can be accessed. For example, server and client have to successfully negotiate a cryptographic protocol (TLS/SSL, ...) and the server's identity has to be verifiable _via_ the available certificates. Different access methods may allow different protocols or use certificate bundles: we have experienced a 'https:' CRAN mirror which can be accessed by one browser but not another nor by 'download.file()' on the same Linux machine.