There is no reason why PDANet would not work on a Windows 8 tablet.
First, your phone has to allow tethering. Some providers, like Sprint, are very strict
in what you can and can't tether and even block tethering unless you can root the phone
even it still may not work.
Of course, Sprint allows tethering once you pony up the fees. Then, you can use your phone
as a wifi hotspot and avoid the need for PDANet all together.
You can download PDANet for Windows 8 which I believe is free but you have to pay for PDANet on
your Android device. Make sure you are using the most current versions of both.
Windows 8 must also have the correct drivers as you need to plug in your phone into your Windows 8 USB
port.