If your Chromebook supports Google Play Store, simply install the PdaNet+ app from Play Store, open it on the chromebook and tap "Connect to a PdaNet Hotspot" to connect using WiFi Direct mode.

Here is a list of Chromebook models that supports Google Play Store and Android apps.

Follow steps below if your Chromebook is an old model and does not support Android apps:

On Chromebook connect WiFi to "DIRECT-xx-xxxx-PDANET" and check "Advanced options". Swipe up to reveal proxy settings:

Password: as displayed in PdaNet
Proxy: select "Proxy Auto-Config"
PAC URL: enter