You ability to use a hotspot generated by the iPhone 6 is controlled by the carrier you are using there. If you can, you'll know right away, as there will be a "personal hotspot" option in your iPhone 6 settings, right near the top. If it's not there, then that option's not currently available to you and you might want to talk to your carrier about how to make that happen.
The other option, as you've mentioned, is to buy a separate cellular thumb modem for the MBP. This would again be tied to a carrier. Third option: public wi-fi hotspots, but of course where you are might not have enough available to suit your purposes.