What it is
: Purchase the game on the Steam Store . Once purchased, the game appears in your library. Clicking "Install" will automatically download all necessary files, including the launcher and setup components. Max Payne 3 Setup.exe File Download
The Setup.exe itself is only ~2 MB. However, it downloads ~30 GB of game data. Ensure your internet plan can handle that. What it is : Purchase the game on the Steam Store