I can't seem to find a list of my GTA:IV achievements anywhere. They are not visible in my steam client, nor can I find them from inside the game.
They are stored in your Games for Windows Live account. So whatever account you made for that is what you'd have to log in to for your achievement viewing. Typically there is a Games for Windows Live front end stored in your start menu that you can log into to see the achievements.
Or just, when in-game, hit the Home key to bring up the in-game version and go from there.