You will have to get a atpl license first, going rate to this will be anywhere between 5,000 to 10,000 usd. Then you do a type rating test on the 139 to put on the atpl. So you can do the licences on a R22, as long as you meet the requirements to get an atpl. But my knowledge of this is quite limited, all I remember is that you can do a swap off your ICAO Atpl, but will have to do the laser grade exams, minimum of three hours and then flight test for the atpl.
Then 139 flight or sim test, to put it on your new FAA atpl.
Fluffy