You do not have to leave your current lobby to participate.
: Search for GTA 5 in the store. After purchase, you can download it via the Steam client, which includes a built-in "Verify integrity of game files" tool to fix any corrupted data. download gta 5 setup exe verified
No. The setup EXE is tied to a license. Even if you copy the file, you will need to log into the original owner’s Rockstar/Steam account to play. The game uses DRM (Digital Rights Management) that verifies ownership online. You do not have to leave your current lobby to participate