Connecting my Godox SK400 II with my Godox X1R-C Receiver

You don't need a receiver on your camera, you need a transmitter.

The X1R-C receiver doesn't broadcast anything, it receives signals from a transmitter. It's made to use with non-Godox flashes compatible with Canon's flash system. The radio built into your SK 400 II is also a receiver (that will work with Godox transmitters for any brand: Canon, Sony, nikon, etc.). The radio receiver inside your SK400 II does the same thing the radio receiver built into the X1R-C does: it picks up signals from a Godox 2.4Ghz transmitter and relays the information to the flash connected to it.

Since you bought an X1R-C, I'm assuming you have a Canon EOS camera. If not, you need a transmitter that matches your camera manufacturer. S for Sony, N for Nikon, F for Fuji, and so on.

The direct transmitter equivalent to the X1R-C receiver is the X1T-C. Another option is the XPro-C. It gives up the hot shoe on top of the transmitter that still allows an on-camera flash in exchange for a larger screen and more buttons to make controlling several off camera groups faster and easier.

I use a Flashpoint R2 Pro Mark II to control all of my Flashpoint/Godox lights. Flashpoint is U.S. retailer Adorama's house brand for rebadged Godox products. In the UK PixaPro are rebadged Godox products. In Canada StrobePro are the same rebadged Godox products. There are others in Europe as well. The Flashpoint R2 Pro for Canon is identical to the Godox XPro-C. The Flashpoint R2 Pro Mark II for Canon is a newer Flashpoint only version that adds more buttons for direct access to groups A-E. It's also capable of 16 groups in manual control, but there aren't dedicated buttons for each of the 16 groups! (you have to scroll, the same way you do with all of the groups with the earlier version.) If I want an on-camera flash when using the transmitter, I mount the flash on a flash bracket that I'd use anyway to keep the flash above my camera even in portrait orientation.