No. There are a great many countably infinite groups which are not even subgroups of $\mathrm{GL}_n(\mathbf R)$ for any $n \in \mathbf N$ (they are "not linear").
For example let $G$ be the group of all finitely supported permutations of $\mathbf Z$. This group $G$ contains an isomorphic copy of every finite group, so it cannot embed in $\mathrm{GL}_n(\mathbf R)$ for any $n$. This follows for example from Jordan's theorem on finite linear groups. To get a finitely generated example you can take $H$ to be the subgroup of $\mathrm{Sym}(\mathbf Z)$ generated by the transposition $(0,1)$ and the infinite cycle $n \mapsto n+1$. Note that $G \le H$.
For a finitely presented example one can take Higman's group $$G = \langle a, b, c, d \mid a^b = a^2, b^c = b^2, c^d = c^2, d^a = d^2\rangle,$$
which has no nontrivial finite quotient. By contrast, finitely generated linear groups are residually finite (a theorem of Mal'cev).
Edit: In the comments it was pointed out that the OP could have in mind the looser definition of isometry group as the group of all permutations $\pi : X \to X$ preserving Euclidean distance. In this case some more explanation is required.
Let $X \subset \mathbf R^n$ and let $G$ be the isometry group of $X$ in the above sense. By translating $X$ we may assume that $0 \in X$, and by reducing the dimension if necessary we may assume that $X$ spans $\mathbf R^n$.
We claim that every isometry of $X$ extends uniquely to an (affine linear) isometry of $\mathbf R^n$. Let $B \subset X$ be a basis. Let $\pi$ be an isometry of $X$. It follows from the law of cosines that
$$\langle \pi(x) - \pi(0), \pi(y) - \pi(0)\rangle = \langle x, y \rangle \qquad (*)$$
for all $x, y \in X$. Applied to $x, y \in B$ and considering a Gram determinant, it follows that $B' = \pi(B) - \pi(0)$ is also a basis. Let $f$ be the unique (affine linear) isometry of $\mathbf R^n$ such that $f(0) = \pi(0)$ and $f(b) = \pi(b)$ for all $b \in B$. Now applying $(*)$ with $y \in B$ and the same identity with $f$ in place of $\pi$ shows that
$$\langle \pi(x) - \pi(0), b'\rangle = \langle f(x) - f(0), b' \rangle$$
for all $x \in X$ and $b' \in B'$, which implies that $f(x) = \pi(x)$ for all $x \in X$.
Thus $G$ is isomorphic to a subgroup of $\mathrm{Isom}(\mathbf R^n) \le \mathrm{AGL}_n(\mathbf R) \le \mathrm{GL}_{n+1}(\mathbf R)$.