Yoda, all you really need to know is that the game launches with an executable, "MaxPayne3.exe". There are many versions of this. The Steam version is slightly different to the Retail version which might be slightly different to the version you downloaded from Amazon.
You need the right trainer for your version and, currently, the CH guys have stated they're only creating trainers for the retail version and the Steam version of the game.
Hope this helps.
Also; Social Club is a Rockstar thing. It tracks game progress and helps you keep in touch with friends. It doesn't have anything to do with what version of the game you have, or how the game launches in regards to a trainer.