In Cartesian coordinates we have $\mathbf{r} = x \mathbf{i} + y \mathbf{j} + z \mathbf{k},$ and, without showing every term,
$$\iiint_R\mathbf{r} \times \nabla \phi \, dV \\ = \left(\iiint_R y \frac{ \partial\phi}{\partial z} \, dV - \iiint_R z \frac{ \partial\phi}{\partial y} \, dV \right)\mathbf{i} + \cdot \cdot \cdot \\ = \left(\iiint_R \frac{ \partial }{\partial z}(y \phi) \, dV - \iiint_R \frac{ \partial}{\partial y}(z \phi) \, dV \right)\mathbf{i} + \cdot \cdot \cdot \\ = \left(\iiint_R \nabla \cdot (y \phi \mathbf{k}) \, dV - \iiint_R \nabla \cdot (z \phi \mathbf{j}) \, dV \right)\mathbf{i} + \cdot \cdot \cdot \\ = \left(\iint_{\partial R} (y \phi \mathbf{k}) \cdot \mathbf{n} \, dS - \iint_{\partial R} (z \phi \mathbf{j}) \cdot \mathbf{n} \, dS \right)\mathbf{i} + \cdot \cdot \cdot \\ = \left(\iint_{\partial R} y \phi n_z \, dS - \iint_{\partial R} z \phi n_y \, dS \right)\mathbf{i} + \cdot \cdot \cdot \\ = \iint_{\partial R} \mathbf{r} \times \phi \mathbf{n} \, dS. $$
The divergence theorem familiar to you was applied in going from the third to fourth step.
Addendum
A proof with much more compact notation uses the component form of the divergence theorem
$$\int_R \partial_i f \, dV = \int_{\partial R} f \,n_i \, dS,$$
and the expression for curl and cross-product using the Levi-Cevita symbol
$$(\mathbf{r} \times \nabla \phi)_i = \varepsilon_{ijk} \,r_j \,\partial_k \phi, \\ (\mathbf{r} \times \phi \mathbf{n})_i = \varepsilon_{ijk}\,r_j\phi \,n_k.$$
Thus,
$$\begin{align} \int_R (\mathbf{r} \times \nabla \phi)_i \, dV &= \int_{\partial R} \varepsilon_{ijk} \,r_j \,\partial_k \phi \, dS \\ &= \varepsilon_{ijk}\int_{\partial R} \ \,\partial_k (r_j\phi) \, dS \\ &= \varepsilon_{ijk}\int_{\partial R} \, r_j\,\phi \,n_k \, dS \\ &= \int_{\partial R} \varepsilon_{ijk} \, r_j\,\phi \,n_k \, dS \\ &= \int_{\partial R} (\mathbf{r} \times \phi \mathbf{n})_i \, dS \end{align}$$