Hi Liam. I'm Greg, an Independent Advisor, Volunteer Moderator and 10 year Windows MVP here to help you.
In order to connect to cellular the device needs a sim card, not a hotspot which is always Wifi whether it's provided by a smart phone or the PC.
Very few PC's have cellular capability, but if yours does then you'd need to insert a SIM card for a wireless plan.
I hope it helps.