For anyone else who came across this after trying to get emoji support in Rstudio/Rmarkdown documents, another possible issue is that if the file encoding isn't set to UTF-8, the resulting compiled document won't support emojis either.
In order for emoji to work in Rmarkdown, you must change the file encoding of the Rmd document. Go to File -> Reopen with encoding, then select UTF-8.
Once you have ensured the file is open in UTF-8 encoding, you should be able to compile with emoji support.
You should even be able to paste emoji from a browser directly into the document.
It is probably a good idea to change the default encoding for all files to UTF-8 so that you don't have to deal with this issue again.