Once plugged in, the computer should recognize the phone. You'll want to press 'Wifi Direct Hotspot', by the way. It won't show on the play store on some carriers/phones so you may have to get it from ApkMirror. Works amazingly for tethering my iPad up on long car rides so I can watch some Netflix without buffering every 2 seconds. Each platform has a different method for getting it to tether to it correctly. Just make sure you press the little help button in the app (after turning on the direct hotspot it pops up) and it includes instructions for different platforms (Android, iOS, Windows, etc). There is a way around it on Android by using an app called PdaNet+ but it's a little annoying to use. It was added in I think Android Lollipop. It has its own little channel it goes through.
Even turning on a VPN won't get around it because tethering activity is set to not go through a VPN. Because both Google and Apple added a little flag to any tethering network activity that tells your carrier if you're tethering or not.
