i want to do the analysis of gene expression from microarray data in GEO database, by using R. can i use the GSE file? im quite confused here, is the GSE data means that the researcher has previously done the experiment ? hope someone could help me, im an undergraduate student....

It's not really clear to me what you are asking. By definition the fact that there are data on GEO for an experiment implies that the researcher has done the experiment, because where else would the data come from? In addition, most if not all of the data submitted to GEO are summarized data, so simply running getGEO("GSEnumber") will return the summarized data that you can then use to analyze.

Have you read the vignette? If not, you should start there.