Alright, first step: understanding the source. I should check if this is an actual game. Let me do a quick search. Hmm, I find some forum posts from 2005 about GTA Amritsar.exe, so it's pretty old. It's a fan-made mod, not official. The game uses a modified GTA engine or some other engine? Not sure. The original GTA games are Rockstar titles, so modding them usually involves using tools from the community. But if this is a standalone game using a homebrew engine, the installation steps would be different.
Given that it's from 2005 and the name is GTA Amritsar.exe, it's possible that it's a complete game, not a mod. So installation would be standalone. gta amritsarexe install
Also, need to note that due to its age, finding the file might be challenging. The user might have obtained it from a file sharing site or an archive. Alright, first step: understanding the source