Cars are like drones. In order to command one you need either to be the owner or have marks on it. Simply breaking into it probably won't work, as you won't have the "key" or authorization to control the vehicle. Keep in mind, as well, that if you're taking the car of a legitimate citizen, it's likely loaded with tracking equipment from simple RFID chips to GridGuide and so forth, meaning you're unlikely to get far with it before Lone Star is on your ass.
To actually steal a car entirely, you'd need to first move the car to a safe place, whether manually moving it or hacking it and driving it somewhere. Then you'd need to remove all the things that would allow it to be tracked to you (aforementioned RFID, license plate, using Hardware to change ownership, possibly even changing the paint job because cameras are everywhere) and then if you're lucky you can use it yourself.