Is it possible to download a file from the internet through my phone directly to my PC? I'm running stock Android 4.2.2. The reason being that my phone has limited space, so sending the file file directly to the PC would save space ,and time. Also, the PC has no internet access. Also, Boost Mobile's tethering plans are ridiculously expensive.
If your internet provider supports tethering, you can connect your phone over USB with your PC. Then enable tethering at Settings > More > Tethering.
You are now using your phone's internet on your computer. If you download a file, it will be downloaded through your phone.
If your carrier doesn't support tethering directly with your data plan, you can use this app: https://play.google.com/store/apps/details?id=com.foxfi
Check question #3134. It gives you a few ways of how to use your phone as an "access point" to the Internet.
You can also use your phone as a proxy if you have a compatible ssh daemon (such as
dropbear) installed. With this approach you can overcome tethering restrictions if present.
Another way might be a combination of port forwarding on your Android box (done via netcat or bash) and editing your PCs hosts file. For that you'd need to root your Android. But this is just a bulky proxy in the end and since you have to have your phone rooted, you'll probably have better options available already. It's good for learning though.