How to transfer games from my computer onto my iPhone 4?

My friend passed me gta 3 from his flash drive onto my computer now I wanna no how to pass it to my iPhone through my USB cord

That's simply impossible, no apple mobile device running iOS can support any type of game other than App Store apps.

Well, if you want to transfer game from PC to iPhone 4, you can use Syncios iPhone Transfer to help you. It can transfer any file content including games, apps, video, music, photos, etc.between PC and iPhone.

If you don't want to use iTunes, you need to get a third-party app to help you manage the transference of apps from computer to iPhone 4. Therefore, you can refer to an app named iTransfer. However, the app only works when you have installed iTunes beforehand. After all those steps, what you get to do is to choose the game you want and then click "Transfer Now" button.