Yeah!! I've got it! The solution is to put semicolon after each statement in for loop. So, the next code will work
engine.Evaluate(@"library(som)
DatTable<-read.table(""clipboard"", header=FALSE)
FinTable<-matrix(sample(0, 24*7, replace=TRUE), 24, 7)
DatTable[,3]<-normalize(DatTable[,3], byrow=FALSE)
for (i in 1:nrow(DatTable)){
xAxes<-DatTable[i,1] ;
yAxes<-DatTable[i,2] ;
if (yAxes==0) {yAxes<-24};
FinTable[yAxes,xAxes]<-DatTable[i,3]
}");
NumericMatrix FinTable = engine.GetSymbol("FinTable").AsNumericMatrix();