The current version of the packaged installer for the tools to build R and packages with compiled code is at http://cran.r-project.org/bin/windows/Rtools/.
The components of the software to build R itself, and additional software to build packages.
The GDAL executables.
Directory goodies also contains some tools. These are 32-bit executables, so will run on any version of Windows.
file-5.03.zip is a build of the file found on Unix-alikes. It will be used by R CMD check, and is contained in Rtools212.exe and later.
xzutils.zip is a build of the xz utils 4.999.9 which provides command-line tools to manipulate files compressed with xz as well as some versions of lzma compression.
gettext-tools.zip are the GNU gettext tools used for working with message translations. You will want these to use tools::update_package_po.