Windows may block the game as a security risk. You can add an exception for gta-vc.exe in the Control Panel System Settings under Performance Options > Data Execution Prevention.
~5–6 MB (depending on version: 1.0, 1.1, Steam, etc.) Gta Vc Exe-
The internet is full of fake EXE files loaded with ransomware and trojans. Never download an EXE from a pop-up ad or a random forum link without verification. Windows may block the game as a security risk