Start by writing out $R$ explicitly:
$$R=\{\langle 0,1\rangle,\langle 1,4\rangle,\langle 2,7\rangle,\langle 3,10\rangle,\langle 4,13\rangle,\langle 5,16\rangle,\langle 6,19\rangle,\langle 7,22\rangle,\langle 8,16\rangle,\langle 8,25\rangle,\langle 9,28\rangle\}$$
Now look for the ‘linked’ pairs, like $\langle 0,\color{brown}1\rangle$ and $\langle\color{brown}1,4\rangle$: transitivity says that when you have linked pairs like that in the relation, you must also have corresponding the ‘shortcut’ pair, in this case $\langle 1,4\rangle$. Here the linked pairs are:
$$\begin{align*}
&\langle 0,1\rangle\quad\text{and}\quad\langle 1,4\rangle\;,\\
&\langle 1,4\rangle\quad\text{and}\quad\langle 4,13\rangle\;,\text{ and}\\
&\langle 2,7\rangle\quad\text{and}\quad\langle 7,22\rangle\;,
\end{align*}$$
so we have to add the shortcut pairs $\langle 0,4\rangle$, $\langle 1,13\rangle$, and $\langle 2,22\rangle$.
Now repeat the process: for example, we now have the linked pairs $\langle 0,4\rangle$ and $\langle 4,13\rangle$, so we need to add $\langle 0,13\rangle$. When you finish a second pass, repeat the process again, if necessary, and keep repeating it until you have no linked pairs without their corresponding shortcut.