I'm honestly horrible at setting up networks but here are a few methods:
1)Using a crossover cable to connect the 2 computers via ethernet
2)Using a router to connect via ethernet or wireless to transfer the data between the two computer using file sharing
3) Usb Flash drive or portable harddrive
It's much, much harder than it should be. One would think that you plug an ethernet cable into one computer and then plug the other end of the cable into another computer and, voila!, network. But no. I got it to work that way once, and I have no idea how and I've never been able to repeat it.
I use an external usb HD to transfer things around now.