Hotspot icon not showing on menu bar ?

Hi,

how are you connected to the hotel's network ?

By wifi ? If yes, you can not turn your MBP into a hotspot.
You can not configure Internet sharing from wifi to wifi.

You could share from Ethernet to wifi, or from USB to wifi, or from Bluetooth to wifi, etc..., but not from wifi to wifi.

If for some reason you can not connect your iPhone to the hotel's wifi, you can share your connexion from wifi to Bluetooth (see System Preferences / Sharing / Internet sharing).
This should work (works fine for me from my MBP to my iPad, at home) but some "public" networks do not allow this to work.