Lets go one with the second part of learning R by doing R (you will find the first part here. As we have used vectors, matrices and loops in the first part, we will concentrate on graphics in this one. but first we will need data to plot:

x <- vector(,10) #will create an empty vector with length 10
y <- vector(,10)
z <- vector(,10)
for (i in c(1:10)) {
x[i] <- i/10
y[i] <- x[i]^2
z[i] <- sqrt(x[i])
}
plot(y~x) #will create a plot with values of x on the x-axis and values of y on the y-axis
plot(y~x, type='l', col='red') #to get a "l"ine in red
help(plot) #see what other line types there are.
title(main="example quadr. function") #to set a title
plot(y~x, type = 'l', col = 'red', main = "example quadr. function") #will make more or less the same
plot(y~x, type = 'l', col = 'red', main = "example quadr. function", xlab = "x-axis", ylab="y-axis")  #to add non-standard labels for the axis
plot(y~x, type = 'l', col = 'red', main = "example quadr. function", xlab = "x-axis", ylab = "y-axis", xlim = c(0,2), ylim = c(0,2) )  #to arrange the limits ...

Sometimes you will need several plots in one graphic. Here you go with the code:

par(mfrow=c(2,2)) #to create a canvas for 2x2 plots
plot(y~x)
plot(y~z, main="a little plot")
plot(z~x)
par(oma=c(0,0,2,0)) #for creating a title for the whole subplot. c(0,0,2,0) defines the location check help(par) for help on the "oma" parameter
title(main="my first multi-plot", outer=T) #to create a title on the outer frame

But what is a graphic without storing it?

pdf("tester.pdf") #create a file in your curent working directory
par(mfrow=c(2,2)) #to create a canvas for 2x2 plots
plot(y~x)
plot(y~z, main="a little plot")
plot(z~x)
par(oma=c(0,0,2,0)) #for creating a title for the whole subplot. c(0,0,2,0) defines the location check help(par) for help on the "oma" parameter
title(main="my first multi-plot", outer=T)
dev.off() #will close the file
dir(getwd()) #should list your pdf file 

And here is our tester.pdf:

first multi-plot in R (click to enlarge)