It's not clear what dataset you're trying to read. The following code downloads and unzips banks-full
dataset from your URL, check this out:
temp <- tempfile()
download.file("http://archive.ics.uci.edu/ml/machine-learning-databases/00222/bank.zip",temp, mode="wb")
unzip(temp, "bank-full.csv")
unlink(temp)
bank.df <- read.table("bank-full.csv", sep=";", header=T)
str(bank.df)
# 'data.frame': 45211 obs. of 17 variables: