If you want the PC to connect to the internet through your phone, then you need to install PDANet 3.5 on your Android phone (search for it in the Google store). You will then be asked if you want to download PDANet for Windows. Click "Yes".
After the download has been completed, connect the phone to the PC so that you can copy and install PDANet into Windows. Launch PDANet on both PC and Android phone. Follow the simple instructions.
You are can now surf the internet on your PC. This is known as tethering.