Install from Steam.
Apply ThirteenAG/GTAIV.EFLC.FusionFix (download, extract, copy).
Run the game (exe file is located in C:\Program Files (x86)\Steam\steamapps\common\Grand Theft Auto IV\GTAIV\GTAIV.exe.
Use auto configure for the graphics settings.
Savegames are in C:\Users\...\Documents\Rockstar Games\GTA IV.