Okay, I figured out that I had to go to System Preferences --> Networks to see the iPhone connected by USB. That's done. Then, I figured out how to Pair with Bluetooth. That appears to be done. But I am still not able to connected by WiFi.
I get no messages. The error is that I cannot use my phone as a hotspot. I am trying to figure out why. The phone says "Personal Hotspot: 1 Connection" across the top, but I cannot browse the internet or get mail.