Android has the ability to use Wi-Fi Direct to create wifi access point so legacy devices like android device, iPhone, pc and others can connect to it as they connect to normal wifi hotspot or router.
The advantage of this access point that it can be created while the device is connected to a wifi network! it's disadvantage is that it designed for file sharing only so the connected devices cannot access the internet of the device which run the this access point.
And here is where NetShare needs vpn(android devices only) and the proxy configuration (other devices).
NetShare must be installed in both devices and it works as follows: