Right-click Mobile hotspot at the system tray and then select Go to Settings.
Enable Mobile hotspot.
*you may change the Wi-Fi Name and Password by clicking Edit.
Connect to PrivateVPN app.
Go back to Settings window then proceed to Network Connections by typing view network connections at the search box.
Right-click on the VPN adapter (TAP-Windows Adapter V9) then select Properties.
Click Sharing at the top tabs and then tick Allow other network users to connect through this computer's Internet connection.
Under Home networking connection, select the Mobile hotspot adapter (Microsoft Wi-Fi Direct Virtual Adapter). Click OK.
Connect your other devices to the Mobile hotspot Wi-Fi to receive VPN access.