I tried it last night with my Sprint Note 4 and it worked fine in USB mode (phone connected by USB cable to laptop). I don't think WiFi mode ever worked with my Sprint Note 2. I haven't ever tried bluetooth mode. I don't use it often, but USB mode is sufficient when I do.
pdanet's web site claims that WiFi mode does work on some phones with KitKat:
http://foxfi.com/ (click on the link for "check"). When I tried WiFi mode last night, it brought up a window that looked like it was offering me the opportunity to sign up with Sprint for hot spot access, for a monthly fee I'm sure (I didn't click all the way through that process).