I made some research for you and I found this useful and easy steps:
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Connect the Galaxy Note to another mobile device by using the USB cable.
I’ve had the best success with this operation when the computer is a PC running Windows.
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On the phone, open the Settings app.
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From the Connections tab, choose Tethering and Portable Hotspot.
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Place a green check mark by the USB Tethering item.
Internet tethering is activated. Well, unless your data plan doesn’t support it, in which case nothing happens.