Here R represents real number space and $4$ represents the dimensionality (number of coordinates to represent a point in space) of the real number space . Consider the following 2 diagrams
Dimensions
Each vertex of a cube is represented by $3$ coordinates $x,y,z$ . Since there are $3$ coordinates to represent each point on a cube so the cube is in three dimensional space. In case of this question there will be $4$ coordinates to represent a point
Orthogonal Matrices:
Orthogonal matrices have two special properties
 Each column has norm one, and each row has norm one.

Each column is orthogonal to every other column, and each row is orthogonal to every other row
Since there are no numerical values for a matrix given so your answer is simply C