If you mean sharing the phone's internet connection with the PC, then you should have a tethering option under Settings. I'm not sure what version of Android you're running, but on 4.3 the options can be found under::
Settings
More .. (under Data usage)
Tethering & portable hotspot
If you mean sharing a PC internet connection with the phone .. not sure: usually you just connect the phone to the same WiFi as the PC. I don't know what you do if the PC is hardwired to the network.
