According to protondb, GTA runs fairly well (Gold = good support) depending on what hardware you have : https://www.protondb.com/app/271590
Use Lutris or steam to run games if you are not sure how to set up wine, works great
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Lutris is the way to go if you don’t own a game on Steam, if you have a game on Steam just enable support for all Windows/SteamPlay/Proton games in Steam settings, and just install/play it.
Using WINE directly is not great as you would use the distribution basic WINE, when in Lutris or Steam it is a game oriented modified WINE, with things like DXVK and other enhancements.
As people said,use Lutris if you don’t have it in Steam.
I was playing some weaks ago with Lutris and it runs flawlessly.