Uninstall any existing version of Games for Windows Live via your Computer's Software Panel. Then head over to Microsoft and install this version of it:

https://www.microsoft.com/en-us/download/details.aspx?id=5549

(login with Live ID required)

Afterwards, restart your Computer and try again. If it still does not work, set the executable of GTA IV to Compatibility Mode with Vista/7.

In addition, have a look at this answer too.

Uninstall any existing version of Games for Windows Live via your Computer's Software Panel. Then head over to Microsoft and install this version of it:

https://www.microsoft.com/en-us/download/details.aspx?id=5549

(login with Live ID required)

Afterwards, restart your Computer and try again. If it still does not work, set the executable of GTA IV to Compatibility Mode with Vista/7.

In addition, have a look at this answer too.