Let's consider $n > 0$ first. You can substitute $t = x^n$ here too. Let's write $\alpha = \frac1n$, then
$$\int_0^R \lvert \sin (x^n)\rvert\,dx = \frac1n \int_0^{R^n} \frac{\lvert \sin t\rvert}{t^{1-\alpha}}\,dt.$$
Now, for an interval $[k\pi,(k+1)\pi]$, you have
$$\int_{k\pi}^{(k+1)\pi} \frac{\lvert \sin t\rvert}{t^{1-\alpha}}\,dt > \frac{1}{(k+1)^{1-\alpha}\pi^{1-\alpha}}\int_{k\pi}^{(k+1)\pi} \lvert \sin t\rvert\,dt = \frac{2}{(k+1)^{1-\alpha}\pi^{1-\alpha}},$$
and since
$$\sum_{m=1}^\infty \frac{1}{m^{1-\alpha}} = \infty$$
for all $\alpha > 0$, the integral diverges (is infinite) for all $n > 0$.
For $n < 0$, you have $\lvert \sin (x^n)\rvert \sim x^n$ for large $x$, and the integral converges if and only if $n < -1$.