This may sound strange, but the short answer is no! It’s a term used by the connman network manager and they don’t actually explain what it means in their documentation. In my experience, if you activate Ethernet to WiFi you lose the ethernet connection. If you have got yours so both are working, well done! Now I suppose the Pi will be acting as a DHCP for your connected devices and you should be able to connect them using the default password. IIRC it tells you what that is when you activate tethering.
Then the key to getting internet access is to specify the right gateway IP and the right DNS. If you have to set these manually on a device you are connecting through the Pi, the gateway should be the IP address of the Pi WiFi adapter. The easiest DNS to use is the public Google one 8.8.8.8.