Use your iPhone's data connection on your computer

Step 3 Create a P2P wireless network

P2P means Peer-to-Peer, or Computer-to-Computer. It allows the Mac and the iPhone to communicate wirelessly. Start by clicking on the AirPort icon on your menu bar. You should see a menu like the second screenshot. Click 'Create Network...", and you will see the screen shown in the first screenshot. (If you have never done this before, 'Require Password' will probably be deselected, and the password fields will not be there.) Enter a name for the connection; it doesn't matter what you call it, and enter a password if you want to, then click OK. Congratulations, you have a network. Now you need to connect your iPhone.