I am interested in displaying a causal mechanism visually with some plain boxes/circles connected by arrows in my paper written in RMarkdown. Something like this:
How is this done in RMarkdown? Would you recommend me to create a picture in a another app and import to RMarkdown like a picture?

I think the best way to do this is to use Tikz to draw the graphics. There's an example at https://github.com/yihui/knitr-examples/blob/master/058-engine-tikz.Rmd, where the code chunk includes
and the output (in HTML or PDF format; this is from PDF) looks like this: