But is it possible to somehow hack (analyze and decipher) the signal from dongles or internet that is there on the phones ?
We're talking about cellular networks here, most probably mainly 3G and 4G (for most people: UMTS and LTE).
So yes, you can always receive what's in the air; that's the physics of radio communications.
The data on the air is first compressed, packetized, encrypted, assigned to specific time, frequency and/or code multiplexing slots for each user, modulated using a specific procedure, than mixed up to the up- or downlink frequency and transmitted (by the mobile device or the base station, respectively).
By being standards, all these steps are well-documented.
Using so-called software defined radio devices, you can basically receive anything on the air – "all" you have to do is write the software that reverses or implements the steps mentioned above.
But herein lies the hardness: LTE and UMTS, generally, can use pretty advanced crypto, and it's very unlikely you can circumvent that to even read what a specific user is getting/transmitting in packets.
You can, however, analyze, with sufficient antennas, receivers, and knowledge when a specific user within your vicinity is actively sending or receiving data. By the "shape" of that traffic, it's often easy to deduct what they are doing – having a phone call, surfing, chatting, watching videos on youtube... and that is often an interesting piece of information.
So, without very much in-depth knowledge and an unlikely access to the cryptographical secrets involved, you won't be able to decipher the data meant for another user or impersonate that – you can, however, capture and analyze what information is available for anyone. There's several examples of that –
gr-lte implements more than just a downlink broadcast channel decoder in GNU Radio.
With the correct knowledge of all secrets involved, you can of course get your package capture – in fact, that's pretty much what design/research projects like srs-lte and srs-ue are meant for, and these are freely available. Note that there's, unless you're in control of the device of the user or the base station, no feasible way (to my knowledge, at least), of recovering secrets used in the communication between base station and user equipment.
Also note that older standards, namely GSM, often use much weaker crypto.
If I were to run a Wifi Dongle in promiscuous mode near a phone that use mobile internet, would I pick up anything ? If not why ?
No. Why? Simply because it's a different kind of wireless system. Your WiFi Dongle doesn't "speak" cellular; otherwise, you wouldn't need different hardware for Wifi and cellular, would you?
Note that there's even LTE in ISM bands where WiFi also operates, but "same frequency" doesn't mean "same technology", very much like you can't receive WiFi with your cordless telephone or understand a foreign language just because it happens on the same frequency as your native language.