How to get security key on my windows10 phone

Solution
as said on https://support.microsoft.com/en-us/instantanswers/1191e823-83e9-4bd2-81a2-2aecd19f2501/use-your-phone-as-a-mobile-hotspot

Create a mobile hotspot with your Windows 10 Mobile phone to share your cellular data connection with other devices. This uses cellular data and depends on your phone plan. Here's how to share your cellular data connection over Wi-Fi.
On Start, swipe over to the All apps list, then select Settings > Network & wireless > Mobile hotspot.
For Share my cellular data connection over, choose Wi-Fi.
Select Edit > type a new network name and password > Save.
Turn on Share my cellular data connection with other devices. Wi-Fi can’t be used when mobile hotspot is turned on.
To connect on the other device, go to...
as said on https://support.microsoft.com/en-us/instantanswers/1191e823-83e9-4bd2-81a2-2aecd19f2501/use-your-phone-as-a-mobile-hotspot

Create a mobile hotspot with your Windows 10 Mobile phone to share your cellular data connection with other devices. This uses cellular data and depends on your phone plan. Here's how to share your cellular data connection over Wi-Fi.
On Start, swipe over to the All apps list, then select Settings > Network & wireless > Mobile hotspot.
For Share my cellular data connection over, choose Wi-Fi.
Select Edit > type a new network name and password > Save.
Turn on Share my cellular data connection with other devices. Wi-Fi can’t be used when mobile hotspot is turned on.
To connect on the other device, go to the Wi-Fi settings on that device, find your network name, select it, enter the password, and then connect.

If you mean usb tethering, it seems a lot of people are having problems getting it to work with windows 10 phones.
 
Solution