where is the gtav.exe file on my computer?

[wolverineeli09]

I have checked all file locations and I can't find the .exe file

[Soosmokie]

You obviously didn't check all locations if you can't find it. LOL
D:\steam\steamapps\common\Grand Theft Auto V
The drive letter will be different depending on what drive you have the game on.

[ShelLuser]

Why would you need to know anyway?

Open your Steam library, right click on the game entry, hover over "manage", then use "Create desktop icon". Done.

Even if you don't need that you can then use the shortcut to find the executable.

[psykoteky]

Rightclick gtav in steam, properties, local files tab, browse local files. It should be 'there' (turn on file extensions if necessary, view hidden/system files, etc). If it isn't there, and you've conveniently left out other details of the story... like why you need it, if you are using mods, what you are trying to do, etc. /shrug