Are you trying to with an existing installation? What operating system is your PC running?
Use reputable anti-virus software (e.g., Windows Defender, Malwarebytes) to scan for threats.
If a third-party website or video description claims you can get the full game by just downloading a "verified gta v.exe file" that is only a few megabytes or gigabytes in size, What Happens When You Download Fake Game Executables?