I was able to highlight some keywords in a PDF with the following code. There are four steps :
- Save wikipedia page to PDF; 
- Convert the PDF to word document with the Word Software (There is an OCR!!); 
- Highlight the keywords in the word document; 
- Save the word document as PDF. 
library(RDCOMClient)
library(DescTools)
library(pagedown)
#############################################
#### Step 1 : Save wikipedia page as PDF ####
#############################################
chrome_print(input = "https://en.wikipedia.org/wiki/Cat", 
             output = "C:\\Text_PDF_Cat.pdf")
path_PDF <- "C:\\Text_PDF_Cat.pdf"
path_Word <- "C:\\Text_PDF_Cat.docx"
################################################################
#### Step 2 : Convert PDF to word document with OCR of Word ####
################################################################
wordApp <- COMCreate("Word.Application")
wordApp[["Visible"]] <- TRUE
wordApp[["DisplayAlerts"]] <- FALSE
doc <- wordApp[["Documents"]]$Open(normalizePath(path_PDF),
                                   ConfirmConversions = FALSE)
doc$SaveAs2(path_Word)
doc_Selection <- wordApp$Selection()
######################################################
#### Step 3 : Highlight keywords in word document ####
######################################################
move_To_Beginning_Doc <- function(doc_Selection)
{
  doc_Selection$HomeKey(Unit = wdConst$wdStory) # Need DescTools for wdConst$wdStory
}
highlight_Text_Regex_Word <- function(doc,
                                      doc_Selection,
                                      words_To_Highlight, 
                                      colorIndex = 7,
                                      nb_Max_Word = 100)
{
  for(i in words_To_Highlight)
  {
    move_To_Beginning_Doc(doc_Selection)
    
    for(j in 1 : nb_Max_Word)
    {
      doc_Selection$Find()$Execute(FindText = i, MatchCase = FALSE)
      doc_Selection_Range <- doc_Selection$Range()
      doc_Selection_Range[["HighlightColorIndex"]] <- colorIndex
    }
  }
}
highlight_Text_Regex_Word(doc, doc_Selection,
                          words_To_Highlight = c("cat", "domestic", "quick"), 
                          colorIndex = 7, nb_Max_Word = 100)
  
###############################################
#### Step 4 : Convert word document to pdf ####
###############################################
path_PDF_Highlighted <- "C:\\Text_PDF_Cat_Highlighted.pdf"
wordApp[["ActiveDocument"]]$SaveAs(path_PDF_Highlighted, FileFormat = 17) # FileFormat = 17 saves as .PDF
doc$Close()
wordApp$Quit() # quit wordApp