For any given θ and φ, R(r)2dr is the probability of the electron being between r and r+dr.
The overall probability of its being between r and r+dr, i.e. of being in a spherical shell of radius r and thickness dr, is 4πr2R(r)2
The probability of its being in a volume element dτ at (r,θ,φ) is Ψ2dτ (or ΨΨ*dτ)
where the complete wavefunction Ψ = R(r)Θ(θ)Φ(φ)