patilsb, you will have to 'tether' the laptop to the phone in order to use the phone as a connection to the internet. Either you can tether by using a usb cable, or you can tether wirelessly, depending on what your service provider, or your own ingenuity provides. In what way do you mean without tethering?
If you mean without tethering via a cable, then wirelessly is the way to go. Your phone's service provider may offer an app for your phone that will allow you to do this either for free or for pay. Alternatively, there are many apps available that will allow you to basically turn your phone into a wifi hotspot. The majority, if not all of them, require you to root your phone first.