GTA V is the largest Grand Theft Auto game so far and comes with 2 DVD discs for Xbox 360. Luckily, thanks to the way the game is installed, you'll never need to swap discs after the initial installation. In order to install the game, you'll need to clear out some space on your Xbox 360's storage device. Insert the flash drive or USB hard drive into the USB port on your Xbox 360. 2  Press the Guide button on the controller. 3  Select Settings and then the System option. 4  Select Storage from the System menu.