I saw this https://bookdown.org/yihui/rmarkdown-cookbook/fig-chunk.html and I'm wondering if there is something similar if a use a .rnw file that I compile in a pdf with knitr. Thanks in advance for the help.
Yes, you can use the same trick. All you need to do is use the right syntax in your document, i.e., LaTeX in your case. Below is a translation of the example you mentioned from (R) Markdown to Rnw/LaTeX:
We generate a plot in this code chunk but do not show it:
<<cars-plot, dev='pdf', fig.show='hide'>>=
plot(cars)
@
After another paragraph, we introduce the plot:
\includegraphics{\Sexpr{knitr::fig_chunk('cars-plot', 'pdf')}}