If you do not remember the shortcut for installing the package, you can go to the main menu Handy commands .
If you type in the lower R-buffer as the first character (i.e., on the process market), you launch the menu of convenient commands in the minibuffer, as in the following figure:

Notice how you can interactively select menu items by entering the initial characters (for example, using Emacs isearch). Of course, you can just use the arrows.
Choose install.packages (type i followed by enter should be enough).
In the next menu, you will be presented with a list of CRAN mirrors:

Choose a convenient mirror. ESS will select available packages

Then you are presented with a list of installed packages.

Choose the one you need and you're done.
Please note that the second time you install the package in the current session, you are not prompted to re-select the mirror.
If you are not familiar with the convenient ESS commands, you can find many other commands here very ... well. In particular, with regard to the subject, the library command can help here, because you can enjoy autocompletion, useful also when you need to download a package, but you do not remember its spelling.
You might want to use the standard R GUI dialogs from Emacs. In this case, at least on Windows, to display the dialogs correctly, use:
library('tcltk') install.packages()