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In Windows 8 found no option to Start Ad Hoc Connection with GUI in Network Center .

easily it can be done by Command Prompt :

Note : you MUST have proper Wireless Adapter to start it {

Run Cmd with Administrator Privilege

Run this :

Code:

netsh wlan set hostednetwork mode=allow ssid=adhocconnectionname key=adhocpassword

After that :

Code:

netsh wlan start hostednetwork

All done , as usual you can Enable Internet Connection Sharing in Current Internet Connection to share the Internet with other PC which connected