How to use Windows' internet on Android phone through USB cable
Actually, Method 1 is quite easy to do. As implied by this answer, you need more that one network connection for the sharing tab to appear.

Short Answer:

First, ignore the instruction of your android device and try to connect to the USB-Internet anyway.
This will create a new Network connection and allow the sharing-tab to appear on your PC Network Connection.

Detailed Answer

1. Prepare Windows 10


Rightclick the Windows-Start Button

In the opening Context-Menu, open "Network Connections"

The Network Connections will show up. As you can see, there's currently only one Network connection, so there will be no sharing Tab.



2. Prepare your Android device


Connect your Android device with a USB-Cable to your PC
In the Wireless &amp; networks   section (you might need to click on "More..." on some android devices), Try to activate the USB Internet

Instructions will appear. Select Windows 8 and just click on Next and Done, ignoring the given instructions


Now, there should be a check-mark after USB Internet:

If this is the first time you are connecting your Android device to your PC with a USB-Network, Windows might ask you whether to grand the Network connection. That's normal.


3. Share the Internet Connection on Windows 10

As you can see, there are now two Network connections, so the sharing Tab will be now available:



Right-click the first Network Connection and open the Properties

Now, there's a Sharing Tab and you can Allow your Android device to use the Internet connection of your Windows 10 PC