Nokia Lumia 620 - Can I use my Nokia Lumia as a tethered modem for my laptop?

To use your phone as a mobile hotspot over Wi-Fi:

  1. Go to Settings > Internet sharing and set Sharing to On.
  2. Your Broadcast name and password are automatically provided.
  3. Guests connected shows how many guests are currently connected to your phone. Up to five guests can be connected at the same time.
  4. In Setup you can change your internet sharing password.
  5. Once your Lumia starts Wi-Fi broadcasting, make sure that sharing security type (if not selectable, WPA2 is used) and password settings match between your phone and the connected device.

Note that the internet sharing automatically turns off if:

  1. The battery saver mode is switched on.
  2. The hotspot is not used for a few minutes.  

Also check out this video (English) on YouTube with instructions for sharing your mobile data connection.