I've developed a package for R and it is added to CRAN. Should I add it to my work published, although it isn't peer reviewed for content, or should I just add a single line that mentions the package?
I would definitely consider including this in your CV. It's scientific work, and you expect people to cite your package.
It would make sense to put this under a separate heading, so your publication list contains "Peer-reviewed publications" and "Non-peer-reviewed publications" - this way, you don't give the impression of trying to inflate your publication list by sneaking in some non-reviewed stuff.
If at a later date you have authored multiple R (or other) packages and perhaps published other non-reviewed material, you could subdivide the "Non-peer-reviewed publications" by splitting off software into its own section.
Yes, definitely out this in your published works. I also agree with @Stephan Kolassa but instead of "Non-Peer-Reviewed", depending on your field of study you could probably list is as a technical publication.