Now let the download begin and wait for it to finish. You should be redirected to a download page to start your download. How to Download and Install Grand Theft Auto 4 At the beginning of the game, players can only explore the first island–composed of Dukes and Broker–with all other islands unlocking as the story progresses. Composed of the fictional city of Liberty City, the world of Grand Theft Auto IV is larger in area than most earlier entries in the series. Outside of missions, players can freely roam the game’s open world, and have the ability to complete optional side missions. It is possible to have several active missions running at one time, as some missions require players to wait for further instructions or events. Players complete missions-linear scenarios with set objectives-to progress through the story. Grand Theft Auto IV is an action-adventure game played from a third-person perspective. Download Grand Theft Auto 4 for free – this page will show you how to download and install the full version of GTA 4 for free on your PC.