Do you have a server installed?

If you want to connect online you'll need a stealth server. Some are paid some are free. Simple "Xbox live stealth server" google search will pay off

Most come with instructions as well

Install a server in your plugins xbo dash launch before you do anything. Its disabled and you will be console banned if you get on without a stealth server. I prefer to go with paid ones but if you dont have money I know alot of stleath servers with free mode that you dont have to pay for the downside is that you will get banned quicker than on a paid stealth. I used to run xbonline. And have my kv last 2 months nodding everything call of duty.
Streamer stealth is the only one I know that has a gta5 stealth.
Ninja and xbonline has offhost menus as well as streamah although his black ops 2 off host is currently down.
Also keep in mind booting from regular dash to xex is the best way using and modded dashboards gets you banned quicker than running the original dashboard.