我也遇到了同样的问题，我是这样解决的：

library(openssl)
library(httr)
library(usethis)

# set up openssl in .Renviron
usethis::edit_r_environ() #opens .Renviron file in Rstudio
# include this line into .Renviron file:
CURL_SSL_BACKEND="openssl"

# read your pfx certificate 
cert <- openssl::read_p12(file = ".../yourCertificate.pfx", password = "yourKey")

# convert pfx to cert and key pem files to use in httr calls
openssl::write_pem(cert$cert, "my_cert.pem")
openssl::write_pem(cert$key, "my_key.pem")

# send request
GET("https://...", config = config(sslcert =  "my_cert.pem", sslkey = "my_key.pem"), verbose())

2023年4月，get方法返回错误：

schannel: Failed to import cert file my_cert.pem, last error is 0x80092002

这似乎与curl 7.55.1中引入的问题有关（参见https://stackoverflow.com/a/71496170/5956120）在curl 8.0.1中使用证书再次工作。
解决方法可以在R中实现：

# request via external tool curl (https://curl.se/windows/)
responseText <- system("<pathToCurl>/curl-8.0.1_6-win64-mingw/bin/curl.exe --cert my_cert.pem --key my_key.pem https://... -sS", intern = TRUE)
responseJson <- paste(responseText, collapse = '')