Network Topology
First, the network topology I use at work.

In this topology, the Windows computer acts like a router with layer-3 forwarding. Fortunately Windows provides this function; all you need is to buy an extra USB network card and add a network cable to your machine.

The Concrete Steps for Internet Access
The main operations happen on this Windows computer; USBTP (thinkpad) refers to the newly added network card.

But you don’t need to operate this network card — you operate the other one, Ethernet.

After opening the sharing settings, the following page pops up, asking whether to change the USB network card’s IP address to
192.168.137.1. This address is actually similar to our usual router address (192.168.1.1),
which indirectly shows this operation means using the Windows computer as a router.

After clicking confirm, you can use your own laptop to access the internet. Remember to connect the network cable from the topology diagram.