How can I create a hotspot?You create a hotspot on your PC and connect the iPhone with that hotspot. Simples.
See this apple KB article: Share your Internet connection with Personal HotspotHow can I create a hotspot?
Doesn't this accomplish the opposite of what the OP is asking about? Basically it would share the phone's internet connection with the computer, rather than computer's internet connection with the phone.Step 1, disable the adapter for Internet connection in Windows.
Step 2, connect the iPhone to the PC by a USB cable.
Step 3, in the iPhone “personal hotspot” settings, enable “USB only” Internet sharing.
(A new adapter in Windows will appear (“Local Area Connection 2” here)
Step 4, in the property of the adapter for Internet in Windows, enable “Internet Connection Sharing”.
In the “Settings”, select the needed services.
Step 5, re-enable the adapter for Internet in Windows.