Edit Zorro.ini and enter the path to the R terminal on your PC, f.i. "C:\Program Files\R\R-3.6.1\bin\x64\Rterm.exe".
Download and install RTools from cran.r-project.org/bin/windows/Rtools/.
Download and install Anaconda for Windows, Python 3.X version, from www.anaconda.com..
Start the R x64 console. Enter the command install.packages("devtools") and hit <Return>.
Now you can finally install Keras, with the commands devtools::install_github("rstudio/keras") - library('keras') - install_keras().