I will need some more information before I can suggest some troubleshooting steps
Am assuming that you have setup a WiFi hotspot using your PC and connected the Mobile device - Confirm
What are the Operating System of the PC as well as Mobile
Yes, the phone is connected to the hotspot but it just isn't allowing access to the internet for some reason.
I'm running Windows 10, and my phone is an Android but I don't know what OS it has, sorry.