I recently attempted to play GTA IV again on Windows 10, and the game would constantly crash on the disclaimer screen, but only while in full screen.
If I modified the launch options to start in windowed mode (type -windowed in the launch options in Steam, by right clicking on the game and clicking properties) the game would work OK.
The way to fix this, is by first navigating to the GTA IV installation folder (below)
C:\Program Files (x86)\Rockstar Games\Grand Theft Auto IV
C:\Program Files (x86)\Steam\steamapps\common\Grand Theft Auto IV
Once you find the folder, look for the GTAIV (or GTAIV.exe) file, right click and select properties.
In the properties menu, click the compatibility tab. Under settings you should see an option that says Disable full-screen optimisations
Tick this box, then click OK. The game should now work.