If I try your code it looks like the image is downloaded. However, when opened with windows image viewer it also says it is corrupt.
The reason for this is that you don't have specified the mode
in the download.file
statement.
Try this:
download.file(y,'y.jpg', mode = 'wb')
For more info about the mode is see ?download.file
This way at least the file that you downloaded is working.
To view the image in R, have a look at
jj <- readJPEG("y.jpg",native=TRUE)
plot(0:1,0:1,type="n",ann=FALSE,axes=FALSE)
rasterImage(jj,0,0,1,1)
or how to read.jpeg in R 2.15
or Displaying images in R in version 3.1.0
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