Okay, I see you indeed have been using da symbian a bit too long, right?
Things have changed a bit from those days, when you needeed to connect to a device via slip/ppp and utter AT-commands to it to make the connection!

Nowdays there is nothing like that needed any longer.

When a (linux-) phone is connected to 3G/4G/5G network, it always has the packet connection open in kernel, there is an active network device that can send/receive packets in the device.
When you plug in USB cable, and set up an IP network over it (which happens pretty much automatically if your computer uses linux, for windoze you need to install rndis drivers or similar thingies) you are pretty much a-ok already.
Just set nat and forwarding in the phone and point your default route to it in the computer and all works automagically, no need to "set up the modem" or other silliness there.