Is Games for Windows Live Required for GTA IV on PC?

No. Games for Windows Live (GFWL) was shut down in July 2014.

GTA IV now uses Rockstar Games Social Club for online features:

1. Create a free Social Club account.
2. Link it in-game or via the launcher.
3. Play online (multiplayer, leaderboards, crews).

GFWL is completely removed from the current Steam/Retail versions. No GFWL account needed.