You have two possibilities to share the Internet from the phone with the laptop:
- WiFi Hotspot: go to Settings > Wireless and Networks > Portable Hotspot and activate it then configure the settings and you will be able to connect through wireless.
- USB Tethering: use the same menu in Portable Hotspot, but choose USB Tethering instead. The cable needs to be connected to laptop.
In both cases, activate Data connection and you should be able to use the Internet.