USB tethering (4G) to Windows 8 PC

To whom it may concern,

I would like to share my fast 4G connection on my iPhone 6 with my windows 8 PC.

If I enable "Personal Hotspot" and read the instructions for "USING USB" it just states:

"Plug iPhone into your computer" and "Choose iPhone from the list of Network...."

When I do this with a Windows 8 laptop I do not see any indication that the there has been some form of network registration.

(I can access my iPhone's DCIM folder)

Does this feature (cable tethering) work on a mac and a windows PC?

Do I need to install mac software or some usb driver on the windows PC first?

Best Regards

Eric