The drivers required to enable USB Internet interface, maybe missing, try installing the android drivers properly. Once done if you enable USB Internet from your android device, it gets assigned an interface usually RNDIS interface:
Alternatively if you have problems, you can try 3rd party software like PdaNet+ (which installs drivers ) and get you get an interface, which can then enable you to share the internet from ICS
A sequence of steps lets you have the appropriate USB drivers:
Select appropriate USB driver from list:
The installation begins..
Be sure to give permission to install these certified drivers
The network driver is also installed,
The consequence of this is that a new interface is established, from from you can use in ISC (PdaNet Broadband adapter):
In your screenshot you haven't yet chosen network connection to share. See where it says "Select a private network connection"? Have you tried selecting your network connection from that dropdown menu? – n8te – 2017-05-06T07:33:18.147
In my desktop computer, VMware Workstation is installed. Therefore, I see VMware Network Adaptor VNet1 and VMware Network Adaptor VNet8 in the drop-down list. – FewL – 2017-05-06T19:08:29.730