Вы на самом деле задаете несколько вопросов ..
library(tidyverse)
d <- tibble(`Table 1`= c("1_1_2014", "1_2_2014", "2_3_2015", "5_7_2019"))
lookup <- set_names(c("Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec"),
as.character(1:12))
d %>%
mutate(`Table 1`= str_c("W", str_extract(`Table 1`, "^\\d+"), "_",
lookup[str_split(`Table 1`, "_", simplify = TRUE)[, 2]],
"_", str_extract(`Table 1`, "\\d+$")))
# A tibble: 4 x 1
# `Table 1`
# <chr>
# 1 W1_Jan_2014
# 2 W1_Feb_2014
# 3 W2_Mar_2015
# 4 W5_Jul_2019