a ≤ a2 is not true for all a. So (a, a) ∉ R hence not Reflexive.
(a, b) ∈ R ⇒ a ≤ b2 does not imply that b ≤ a2. So (b, a) ∉ R, hence not Symmetric. (a, b),(b, c) ∈ R ⇒ a ≤ b2 and b ≤ c2 does not imply that a ≤ c2. So (a, c) ∉ R, hence not Transitive.