i Would like to start new Design and R&D Company.

... many years ago a good friend of mine, a ME, and a friend of his, an industrial designer, decided to strike out on their own from GE's continuous improvement group, where they had developed a number of automation and ergo improvements over the years.
Their angle? To get their foots in the doors of as many mass production companies as they could, often times working pro bono through the concept phase of a project, which is where the ID guy came into play. They'd work in collaboration and he'd convey the design via pen and paper. Then they'd work the ROI numbers and put together a quick presentation.

Of course, you need the experience to know where the low hanging fruit was and you needed to get to concept with as little time investment as possible. At that time, a 3 year ROI was almost always an automatic 'GO'.

With the green light for a few projects under belt, the rest was a matter of getting the people together; EEs and other technical staff, outsourcing the capital heavy manufacturing portions and assembling and testing the final product in a small shop they'd rented. Things were history after that and they're still going strong some 12 years later.

Thought I'd add something a bit more inspirational than my last reply. Easy to find people who say, "that will be difficult"... but, anything worthwhile, is.

Good luck

When can I start?

R&D is heavy on the engineering discipline, which means you'll need a LOT of expertise on staff and more importantly... you'll need to convince clients that you have the expertise.

Target sector?

This is a really tough nut to crack. If you have a team of folks with the technical skills to pull something like this off, your time might be better spent developing a product... or line of products in a niche market while teaming up with people who know how to market it.