rPi Zero: SSH Over USB?

I’m just getting started with my first SBC: the rPi Zero (no Wifi). Everything is flashed, setup, and working great via Serial (TTL cable), and Putty in Win10 x64.

I got first setup using a Wifi-USB adapter. But I want to use SSH over USB to share my laptop’s WiFi connection so can easily work on campus or at Starbucks (I don’t have great home internet).

I found a guide here to setup exactly what I want:
Connect To A Raspberry Pi Zero With A USB Cable And SSH

I have Bonjour (2.02), and my rPi showing in my Network Devices (see screenshot in attachments). Problem is, it seems like the Zero doesn’t know how to use the USB connection for internet? In DietPi config, it keeps saying “No adapters” and thus I cannot force it to give me an IP address or host-name that I can use to SSH-in from Putty.

Naturally, trying the default: dietpi.local results in a Putty Error that no such host exists…

Would appreciate any help. Thanks so much.

Device Manager, Putty Screenshot(s):