All android phones come with inbuilt to use it as a modem. You can connect to internet using USB cable or by using phone as WiFi Hotspot. To connect using USB cable you will need to install right driver if the phone and if you want to connect using Wifi it needs nothing.
First Open Settings->
Then Choose Wireless and networks in the Settings menu.
Then Choose Tethering and portable hotspot.
Then you choose USB tethering if you have connected your phone using the USB cable.
If wanted to connect using Phone as Wifi Hotspot then Choose Mobile AP.
Wifi is open by default, this means that anyone can connect to your network and start using. But you can configure and set password in Mobile AP settings.