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Internet tethering is simply a feature on iPhone enabling it to act as a modem and connect your laptop to the internet via either the charging cable (USB) or through the bluetooth. All what you have to do is:

  1. In your iPhone, go to Settings -> Network and enable the internet tethering.
  2. The second step then is to go to the Cellular Data Network part to enter your network data settings (as for the Cellular data) into the internet tethering part.
  3. Connect your iPhone to the laptop through your normal charging cable.
  4. You’ll have to chose either a USB connection or bluetooth one.
  5. In PC, your laptop will auto detect your iPhone and consider it as a LAN connection, while in Mac you’ll have to go to networks settings and enable the tethering.
  6. There you go!

Note: These steps are what I did to get myself connected through iPhone tethering connectivity. Depending on your iPhone or laptop settings, these steps might be different!