Overview
I decided to make 1 simple guide collecting all advices of wise players here in community hub. All options were working for me (for the 3rd one you dont need the game from Steam).
Way no. 1 (easiest, you can use it in Steam version if u own it)
in compatibilty settings of Grand Theft Auto.exe (found in steamapps/common/grand theft auto/wino) just set “run in 640×480”, save, and after starting the game, push F11 on in-game screen (not in menu) and set better resolution (16bit ones were somehow bugged for me, therefore I have chosen 1024x768x32 and was fine)
Way no. 2 (downloaded launcher)
Just run the game 1x through Steam, and after exiting the game use this file for all next launches [link]
Way no. 3 (external link for whole game)
Just download this updated installation file and enjoy (Steam not needed) [link]
I hope at least one of these various options will help you too…