Here only focus on the ftp site.

Downloading

if(!dir.exists("ftp")) {
  dir.create("ftp")
  dir.create("ftp/csv")
  dir.create("ftp/shapes")
  dir.create("ftp/rasters")
}
download.file("ftp://ftp.hafro.is/pub/data/csv/minke.csv",
              destfile = "ftp/csv/minke.csv")
download.file("ftp://ftp.hafro.is/pub/data/shapes/bormicon.gpkg",
              destfile = "ftp/shapes/bormicon.gpkg")

Reading from local computer

Then you read in the data from within your project as:

minke <- readr::read_csv("ftp/csv/minke.csv")
bor <- sf::read_sf("ftp/shapes/bormicon.gpkg")