Summarize this article:

Bring down the Notifications panel by swiping your finger from the top of the screen all the way down. Tap on the Mobile Data icon (two arrows side by side pointing in opposite directions). You can access the Settings icon from the app drawer. Tap on the icon that looks like a gear. If your Settings don't show Wireless and Networks, look for the Network Connections section.  If you see a check mark in the box next to Portable Wi-Fi Hotspot, then you have successfully turned the Wi-Fi hotspot on.

Summary:
Turn on your mobile data. Go to Settings. Tap on Wireless and Networks. Tap on Tethering and Portable Hotspot. Tap on Portable Wi-Fi Hotspot.