The gsl R package is a wrapper for the GSL C library (note capitalization). You can get further information on GSL at
https://www.gnu.org/software/gsl/
You can install the released version of the gsl R package from CRAN by typing
install.packages("gsl")
library("gsl")
at the R command prompt.
Installing the gsl R package from source requires you to install the GSL C library first. Over 99.9% of reports to me about gsl are due to people not understanding what this means.
Before reporting any “bugs”, ensure that you can compile and run a simple test program such as the example program near the start of the GSL Reference Manual. It is not the purpose of this document to show people how to install GSL: for this, visit https://www.gnu.org/software/gsl/
For more detail on package structure and design philosophy, see the package vignette
vignette("gslpaper")