PDAnet

Doesn't PDANet just work with Windows without a drive now? And in instances where it doesn't, don't you need to locally install a drive (with admin rights, of course)?

Just thought I'd add this here since this post comes up towards the top when Googling for this:

You can use WiFi Direct on your phone's PDANet+ app, then connect to it from your PC (e.g., a work laptop where you can't install apps) with 3 steps:
1) Mark the check box next to WiFi Direct Hotspot in PDANet+ on your phone.
2) Open list of available WiFi connections. Select the name of the network listed on the PDANet+ app, and enter the password listed in PDANet+.
3) Enter Proxy settings listed in PDANet+ (IP and port number) on the PC you want to connect to the Internet. In Win10, that's located under Settings - Network and Internet - Proxy. Scroll to the bottom, change Use a proxy server to On, then enter the IP address (e.g. 192.168.1.1) listed in the PDANet+ app, and the port number listed in the PDANet+ app (e.g. 8000 - the port number is the number at the end e.g. 192.168.1.1:8000 - do not enter the colon (:), just 8000 as the port number.

Should now be connected to the Internet through PDANet on your phone, without installing anything on the PC. Enjoy!