Officially WiFi Direct mode only supports computers and tablets. However if the device you are trying to connect has a proxy settings then it may still work. Just set proxy address to port 8000 while connected to the WiFi Direct Hotspot. (See instructions for Chromebook for example.)

If you have access to a Windows computer, you can also connect PdaNet from the computer using USB mode first, then enable "WiFi Share" in PdaNet to turn Windows into a WiFi Hotspot. Then you can connect your device to it.