How can I connect internet from laptop to my phone.?

Simple. Two ways:

1. Wifi. Use any dongle to make a wifi hotspot and then connect your phone to it.

2. Its called reverse tethering and works only with android (maybe some way to get it to work with iOS as well, but idk). Instead of sharing internet of your phone to your laptop (normal tethering) we'll share your laptop's internet with your phone. Take a look at this link, they have clearly explained how to do it: http://forum.xda-developers.com/...

The only downside of that method is you need a rooted phone (again, android only), but hey! trust me rooting is fun, that's what I do when I get a phone ;)

Hope this helps, good luck :)