If you want to convert a string like "09:37:46" to a time datatype, you can use e.g. the as.POSIXct() function described here. Depending on how you wrote the times in your strings, you can set the format option to make the function recognise your time format.
For example*:
as.POSIXct("11:28:31", format = "%H:%M:%S")
Another option would be the strftime() (description here).
*note that in this case, the function will have to make some assumptions, e.g., the date and time zone, since those were not provided in the string. It would be better to call the function like this: as.POSIXct("2021-05-29 11:28:31 CEST").
If you don't have a date for your time, you can also have a look at this and similar questions on stackoverflow.