Reverse Tethering is the word used to access the PC Internet on your Android device. It should work with any of the apps you have installed on your device. WhataApp is not an exclusion here.
For Reverse tethering to work on your phone, you need be rooted. The feature does not work with non rooted devices ( Please note that I am not sure, though). However there is one method I could find - and I use it on my office PC lets you do it on non rooted smartphones.
Here we go with the steps -
1. Install Reverse tethering app on your device. You may download it from https://play.google.com/store/apps/details?id=com.floriandraschbacher.reversetethering.free.
2. Enable USB Debugging from settings. The option will be available under Developer Options. If you are unsure of how to do it, the app lets you do it.
3. Download the ADB Google drivers for your device on your PC and install them. You can download them from XDA developers tools from the link http://forum.xda-developers.com/showthread.php?p=48915118. It has a simple one click installer so that you can install the drivers in one go.
4. Install the server program of the Reverse tethering app on your PC. You can find it from http://fdmobileinventions.blogspot.in/p/reversetethering-server.html
5. On running the program, you will be asked on your phone to confirm whether to allow your PC to USB debugging. Choose Always allw.
6. Now run the server app you installed in step 4. The app will run in the background and will be visible as an icon on the task bar.
7. Connect your phone to PC via USB and tap on Connect on Reverse Tethering app on your device. If everything has been done properly, you should see a Connected status and the data transfer meter in the app.
That is is. You can now use your PC internet for all your needs.
Live....and Let Live!