This seems to be challenging/interesting.
If you are referring to plugging a device (3G/4G supporting) into USB port of MX.
I believe only supported devices and configuration are listed in the following url.
You may use a third party device (may be a router) which can convert 3G/4G to LAN and plug the same to into the WAN Port of MX (Incase you are looking forward to use 1 of your WAN Port)
USB tethering I believe may not be possible with MXes.
tether to your laptop and share the connection to your Ethernet port.
micro usb to ethernet if your phone supports this. (not sure if you can share the 3-4g or wifi then to the ethernet..)
The only way I got tethering to work was to tether my cellphone to a PC via USB then bridge that connection the Ethernet connection. Then I just connected the PC via Ethernet so the MX would just think its connected to a regular ISP. You will likely have to set static IP addressed on the mx and PC.