You would need to connect the phone to the computer, via USB would be best and then on the phone, go to "Settings" and then "Wireless & networks". Next choose "More" and locate "Tethering & portable hotspot". In here you want to check the "USB tethering option". You should then get a notification saying you are tethered to the computer.
NOTE: Accessing the net for a computer can use up your data really fast. So unless you have unlimited data on your phones plan, I would really suggest finding another way to access the net.