Thank you for the help, but it seems that the Rockstar Launcher already took care of that. It installs all the needed dependencies at the start.
It runs online fine too.
The only three problems I’m seeing are:
Rockstar overlay not showing the mouse cursor.
Inconsistent frame timing (or whatever is called). It doesn’t run as smooth as it should.
Anisotropic filtering seems to not work. I don’t see any difference with it off or x16. On Windows I remember I needed to force it with the AMD options.