Yes if your phone has the capability. Like the poster above me, there are several ways to tether your phone to your computer. You can use USB, wifi, or even bluetooth if your computer has that functionality. (However I wouldn't recommend bluetooth)
If you have an iPhone, the settings would be under Settings > Personal Hotspot (if you are running on the most current version of Apples ISO)
If you have an android, settings > tethering/mobile hotspot (the title can vary based on what android phone you have, and what version of android you are running. The area where this setting is can also vary depending on those factors.)