You can keep it all in one file, along with the code and results of its execution.

That org capture template will feed new data into a table; below it, in the same .org file, you can keep your R code and your Python code and whatever other code you prototype (I often write Elisp code), and you can execute all that code inside the .org file.

This approach is not giving you any new features, it's just optimizing for convenience. Think of .org files as Jupyter notebooks on steroids :).