Hello Firdaus_Esa,
Thanks for posting in the Apple Support Communities forum. It sounds like there's trouble staying connected to your iPhone hotspot using your PC.
There are a few things to consider when using hotspot. Below you'll find the proper setup and some additional troubleshooting steps to try:
How to set up a Personal Hotspot on your iPhone or iPad
If Personal Hotspot is not working on your iPhone or iPad (Wi-Fi + Cellular)
As a best practice, ensure the iPhone is backed up, up to date in Settings > General > Software Update, and Settings > General > About for the carrier updates.
How to back up your iPhone, iPad, and iPod touch
Update your iPhone, iPad, or iPod touch
Update your carrier settings on your iPhone or iPad
Also, your connected PC may need to complete Windows Updates as well.
Enjoy your weekend!