I would like to use my iPhone’s 3G connection via my Windows PC. How do I hook up my PC to my iPhone in order to use the Internet? Thanks.
Use Syncios iPhone Transfer
MyWi is a great app if you have a jailbroken iPhone. You can even get a little switcher for it on SBSettings!
Depending on where you live and who your carrier is there might be a non-jailbreaking way to tether, but it will cost you. Call your carrier if you're curious.
Beyond that: you basically need to jailbreak your phone. This guide explains how, and points you to some tethering apps:
Tethering your iPhone depends upon your carrier too.Visit the link below -
The above link mentions in number of ways,you can have internet from iPhone.
In the link below,scroll to the heading " How to setup Tethering via USB on Windows " -