Some servers don't require an application, but a lot of them do. You'll be able to join a bunch of servers, you can browse the servers if you want right here. Once it has installed it should start up automatically. Finally, it will ask you to login to your Rockstar Social Club account. Once you find it, it will start to install and might need to update the game cache. These are just the common spots, you might have custom folders or drives. If you have it via Steam, then it'll commonly be in C: Drive, Program Files, steamapps, and then in the common folder. If you used Rockstar then it will likely be in your C: Drive, Program Files, and in the Rockstar Games folder. You will then need to select the folder containing Grand Theft Auto V. exe file wherever you'd like it to install (it installs in place). Go to their website, click Download client, and save it to your computer. Next step is that you'll need to install FiveM (it's completely free). It has a really fun single-player campaign that's worth playing even if you don't end up enjoying RP. At the moment it's $29.99 on Steam, which is well worth the price if you've never played the game before. GTA 5 has been pretty cheap lately, you should be able to pick up on sale if you wait for it.

You can have it on Steam or the Rockstar Social Club, either will work fine. First, you need GTA 5 installed on your computer.