connect iphone to surface pro for hotspot

Hi,

Do you want to use the iPhone as a Personal Hotspot? That is, the iPhone would provide mobile broadband Internet for the Surface Pro. You do not say which exact Surface Pro model it is (some models are LTE-enabled, and could connect to mobile broadband Internet without the need for a separate hotspot).

For information about Personal Hotspot, you may want to have a look at the following articles:

How to set up a Personal Hotspot on your iPhone or iPad - Apple Support

If Personal Hotspot is not working on your iPhone or iPad (Wi-Fi + Cellular) – Apple Support

There is nothing to "connect" if you have a hotspot.