You mean a MiFi device?
Yes, you can put your phone SIM in one and it will work. You need to check any usage is within your terms and conditions or you might end up with a bill. You won't be able to make calls or send texts though. (except for non cellular network services such as Skype).
If you mean a USB modem then you could plug it into a PC and set up internet connection sharing through it, or there are routers which take a USB 3G dongle.