No, Mobile Hotspot comes preinstalled on compatible devices. Depending on your device, it may be in your App menu or Settings. It may also be named something different than Mobile Hotspot, like Personal Hotspot (iOS), Internet Sharing (Windows) or Portable Wi-Fi Hotspot (Google Nexus devices). But these all do the same thing.

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How to set up a Personal Hotspot on your iPhone or iPad

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