Been asked before, but the "R" has:
Bigger Turbo (K04-23 vs K03S) and different manifold/downpipe,
Extra Intercooler,
Different Inlet Manifold and different charge piping,
Larger MAF/Different Airbox Top
Larger Injectors,
Lower Compression.
Different Suspension (the front of an R is off a TT225/S3, front of a Cupra is Mk4 Golf. The rear is the same, but, apparently, different settings)
Brembos and bigger discs (on UK models, option on Euro models?), R32 rear calipers and bigger vented discs
Interior differences, body differences, exhaust is different, wheels.