this is indeed 404 - https://www.maxmantei.com/blog/2020-05-16-installing-cmdstanr-on-windows/cmdstanr-windows/#r-4-0-and-rtools-4-0
Edit by @Max_Mantei: Fixed the website… new link: https://www.maxmantei.com/2020/05/16/cmdstanr-windows/#r-4.0-and-rtools-4.0