Contact your cell phone provider, and request a data plan that will allow you to use your phone as a tethering device, a feature that allows you to connect to your computer. Your service provider can tell you if your phone has the capability to tether, and the best data plan to serve your needs. They will also inform you if you need a specific data cable for your phone, or if a generic USB data cable will work.
You will also need to check with your service provider to determine if you will need specific software to connect your laptop to the Internet through your phone. If so, you will want to download and install that software.
Once the software is installed, connect the phone to the computer using a USB data cable (or one specified for your particular phone). If your cell phone and laptop are Bluetooth-enabled, you may also use that feature to connect them without wires. Once connected, the phone will begin to charge, and the computer should recognize that a new device is connected.
Once connected, open your Internet connections page on the laptop. This is the page that has a list of available Internet connections, and look for your phone. This step is similar on both Macintosh and Windows computers.