You can hook your roku up to your cell phone when using your cell phone as a hot spot but be aware if you don't have unlimited data that streaming shows and movies through Roku can use up a lot of data.
Plus you may not get good streaming experience through the cell phone when used with the Roku.
Roku Works best when hooked up to a DSL, Cable or FIOS internet connection with at least 3 Mbps download speed.
But yes you can hook the Roku to the cell phone via wifi hotspot if your cell phone provider allows tethering.