If you’re having a problem getting GTA 5 to launch on Steam Streaming, this is the fix for you… it’s a two parter:
First the part that’s everywhere, go to your game files, and turn on windows compatibility mode and click the run as admin box for both the GTAV.exe file, and the GTAV Launcher.exe file. If you’re unsure what I mean there is a good video here:
Secondly, go to the Steam host machine and launch the program. Once you’ve launched for the first time, you should now be able to launch GTA through the client machine without incident.