Some phones can be set up as a hotspot where they create a WiFi network that your laptop can connect to. Whether it's allowed depends on your phone and cell carrier. Some carriers/plans charge extra to let you do this. Sharing a phone's internet with a laptop via USB cable is called tethering. This also may be restricted by the carrier. There are some apps that will let you bypass any carrier restrictions, but you won't find them on the normal app store I think. And I've never used any of them.
On my phone's old plan (Verizon) I had unlimited data and had to pay extra $$/month to tether or hotspot. My new plan is a 'by the GB' plan and I can tether/hotspot all I want. After all, I'm paying for whatever data I use.