Windows 10 doesn't support SafeDisc, the mechanism that a huge amount of older games from the late 90's and early 00's use to detect if the disc is present when the game starts. This is also true for Windows 7, 8 and 8.1 if updated to a version after mid-2015, however it is possible to re-enable SafeDisc support on these operating systems.
GTA 2 and 3 use SafeDisc. It is therefore impossible to legally run the original disc versions of GTA 2 and 3 on Windows 10.
Your options are as follows:
1. Find a no-CD exe online. These have the SafeDisc check removed, and are technically illegal; however, Microsoft suggests this as one of the solutions to the SafeDisc issue on their website. You may still need the original CD for the music, depending on the version you download.
2. Find a copy of the version Rockstar released for free. This was updated to work with Windows XP. It was available on their website until a few years ago, but has since been removed.
3. Wait until it gets another official digital release, with SafeDisc removed. GTA 3 is available on Steam, but GTA 2 is not currently officially digitally available anywhere.