In order to use your BlackBerry as a modem with your PC to connect to the Internet via your cellular provider, you will need to have data service enabled on the SIM card in the BlackBerry device in addition to BlackBerry service.
The BlackBerry Desktop Manager software, available for free download from the BlackBerry web site (https://www.blackberry.com/Downloads/entry.do?code=A8BAA56554F96369AB93E...), includes an IP modem configuration wizard that is configured with the required connection settings for a wide variety of popular global cellular provider.
Download and install the Desktop Manager software and connect your BlackBerry device to the PC once the installation has completed successfully. Launch the Desktop Manager application, the following window will be displayed:

Click on the IP Modem section:

Under the Connection Settings click on the Configure button:

The Connection Profile drop-down menu contains a list of common providers, select your provider if listed, or alternately enter in the APN information manually. Click OK.
Click on the Connect button to initiate the connection, you will be prompted to confirm that you understand initiating the connection will result in data charges:
After a few moments you will be connected to the Internet:

A connection will be added in the Windows Network Connections folder:

Which can be double clicked to initiate the connection in future without the need to launch the BlackBerry Manager software.
For details on how to use your BlackBerry as a USB modem on MacOS, read this article - http://blog.brightpointuk.co.uk/blackberry-desktop-manager-mac