Anyway to be connected to the internet hotspot and WD My Passport be connected

Like while using my tablet in the car or anywhere out and about.

The MPWP needs to be connected to a network that has internet access for this to work as you suggest. It does not have a cellular modem to create a true internet hotspot.

One way to do it is to use a hotspot on your phone, and have the MPWP connect onto that device. This would be functionally equivalent to connecting your MPWP to a home router. (of course. . .once you hotspot; you can connect your tablets directly to the hotspot)