Well, one way is to root and flash the appropriate software to allow this. The other is to pay extra to the carrier to allow this, unless you are using an international model.
Carriers don't usually allow for tethering without an extra fee. It would be no different than buying a data device that supplies internet to a laptop per se.
The carriers see them as the same thing. The data card has a flat monthly fee, usually $30 to $60 per month and tethering a phone us usually approximately $20 extra knowledge top of your data plan, your carrier may vary.
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