It can, as has been pointed out, so long as the dongle works with Windows 8.1 and doesn't draw an unusual amount of power. I know 1 person using a 4G dongle on a SP3, however, as has been pointed out, a portable hotspot is much more flexible.
My cell phone is an old windows phone so I can only use it as an ad-hoc hotspot. That works great for my Surface Pro, but my wife has a Surface Pro 3 that is not compatible with ad-hoc wireless hotspots, but I can connect her Pro 3 to my cell phone hotspot through USB.
I think that you will be able to do the same with a USB dongle.
