You can do your FAA IFR/ATPL rating in an R22, but like those above said it needs to be done in VFR flight conditions because the R22 is not certificated for IFR. Many years ago I did my IFR check-ride in an R22 at night and we were in and out of cloud for much of the time. The examiner was a Robinson factory authorized test pilot and he obviously didn't have much of an issue flying the R22 under those conditions because that's what we did. So to answer the question, it can be done, but not legally.