Sharing Internet over Ethernet behavior

So I am currently a University student living in the dorms, I can request the ethernet ports in my room to be activated but I am not allowed to connect a router or switch to them. I was thinking it could be possible to use a usb ethernet port to share the connection from my pc to a router. A friend of mine had a router they would use for their 3DS and they had no idea it wasn't allowed, but I guess it was working. So I guess my question is what problems does a router or switch cause on the school's network and could the issue be avoided by sharing the internet connection through my computer? I would like for my devices to be able to communicate with each other as it seems that none of them can see each other on the school's network. Also, when running a vm in virtual box it creates a virtual nic that the vm uses, is this much different?

Mostly wondering if my router would interfere with their network setup as I don't want to cause them issues, I currently use a VPN to have my traffic encrypted. As for Wifi I know that much, I'm directly in the center of campus so it would draw attention. Even my professor suggested it when I requested to be allowed to use a router for a research project and they told me it could not touch their network or broadcast wifi. I have used my phone to usb tether the universities wifi and I can communicate with the phone from my computer by using the WAN IP, not sure if it's something specific to the usb tethering but it seems strange to me to use the WAN IP to communicate locally.

I mentioned this in another thread (can't seem to find it though) that this type of thing is a bad idea. Universities like mine typically use Static IPs and like to know everything/everyone that is connected. Those who break the rules are subject to a one year or permanent network ban. So in other words, if you get caught, your login credentials to attach to wifi could get locked out.
Even if you could get it working the performance is probably nominal compared to a direct connection.

Up to you but my personal opinion is don't risk it.

Like @Ramiel said it is best no to do this, but you best would be to use a NAT. If my knowledge is correct then a NAT allow many devices to share a single IP address. But would be difficult.

To answer some of your question, yes, a router/switch COULD potentially cause problems for your university network if not setup properly, though the risk for your situation probably is pretty low.

One thing they may not want is a lot of extra traffic going over one line that they didn't count on (due to having, say, 5 computers connected to one jack, vs 1). I guess you might also run into some loop issues that would cause more serious problems, or a number of other issues. They also simply might prefer controlling what is happening on their network.

My first college had some similar policies, though they didn't tell us until after we set something up (we wanted wireless in our dorm rooms). IT said they "blocked the IP" while we were away for winter break. I figured that wouldn't be hard to get around and after doing some digging, I realized they did nothing of the sort, but instead simply came into our room, plugged in and setup the wireless router/switch (it was unplugged when we went away, and plugged in when we came back) went into the settings on the router, and flipped a random checkbox somewhere which made the network connection fail (don't remember which, but I found it eventually and just unchecked it and got everything going again).