https://www.pcgamingwiki.com/wiki/Grand_Theft_Auto_IV

if your copy came with a cd-key, you can use it on Rockstar Game Launcher to get the complete edition (game + 2 dlc) that doesn't come with protection/games for windows live, etc.

miller11568 wrote on 2022-11-25, 19:24:

GTA IV won't let me install on Windows 10 or 11 even if I installed DirectPlay and Games for Windows - LIVE. Are there workarounds?

Set the autorun file and the main InstallShield exe with Windows XP SP2 compatibility mode, and run the installation from the autorun file. If you have any virtual disc system like UltraISO, you may want to run the files as administrator too.