Since downloading the EXE file directly is unsafe and generally not how PC games work, the only correct method to get GTAIV.exe is to install Grand Theft Auto IV through official channels. These include:
That being said, here are a few points and potential sources that might be relevant: gta+iv+exe+file+download+hot
Once you have a legitimate copy, you might still encounter problems launching GTAIV.exe . Below are the most frequent issues and step-by-step solutions. Since downloading the EXE file directly is unsafe