You can use your N9 as a modem via Nokia Suite v3.5 (or later). Plug in your phone in Sync and Connect mode to your PC and select Tools > Connect to internet in Nokia Suite.
You can connect your PC to internet also by setting up your Nokia N9 to provide a local Wi-Fi Hotspot. This gives internet access through your phone for not only one but multiple PCs. To set up Wi-Fi Hotspot in your N9, start the Wi-Fi Hotspot application, define the Wi-Fi settings (e.g. Network name, Encryption mode) and select Start. Connect then your PC to the Wi-Fi network provided by the hotspot.