Sure, WWAN modems are not only a thing that exists inside mobile phones. ThinkPads (and I'm sure other business-oriented brands as well) often (always?) have optional slots for WWAN modems, so you can use them for a mobile internet connection without tethering. I've been using that feature for over ten years now.

It looks like this: https://www.amazon.com/Huawei-E3372h-153-Unlocked-External-A...

Ah yes, thanks! I have used a similar USB dongle. I was wondering if it was a special built-in tray or slot in the laptop.

My laptop does have a sim tray and an internal modem, the antenna is in the screen. (HP Spectre x360 13" for those curious)

In my older ThinkPad, the SIM was a slot behind the battery. In a later model, it's a tray that has to be opened with a paperclip next to the card reader. The modem itself is a mini PCIe card like they're used for some laptop SSDs and antennas are in the screen like wifi antennas.

I had one around 2009. It even came with Linux.

They seem less common nowadays, since a tablet or tethered phone covers most use cases.