If you are sure you can create that directory AND that you can see it on .libPaths()
... Then you also need to make sure that your system is configured to meet this requirement in the DESCRIPTION file:
SystemRequirements: libcurl (version 7.14.0 or higher)
http://curl.haxx.se. On Linux systems, you will often have to
explicitly install libcurl-devel to have the header files and
the libcurl library.
First version erroneously left off the "." from .libPaths()