Anyway, in this guide you will find the procedure to start the Steam version of the game MAFIA. Since Windows 8, the problem has become that the game does not start via Steam or via the .EXE file in the game folder. Here’s how to start the game successfully!
1.1) There you get either through the Steam library or from memory to the folders of Steam and then Mafia
2) In the main MAFIA folder, click and run SETUP.EXE as in the attached image (there is also GAME.EXE in the folder, but do not run it yet)
3) In SETUP, set everything according to yourself – Resolution, game settings … Give OK / Save and SETUP will turn off
4) Then you can start the game – I recommend first to run the already mentioned GAME.EXE, which is in the same folder as SETUP.EXE
5) After the first successful launch of the game via GAME.EXE, you can start the game normally via Steam!