There are a few methods.
First method is through cable.
You will need to get a crossover cable. Go to a tech shop and ask them if they have crossover cables. To make sure that you aren't cheated, ask them one question and that is - What is the difference between crossover and straight through cables. If they can't answer, leave the shop.
Now, if they can answer, ask them for permission to take out the cables for checking to make sure that it's a crossover cable.
Put the cables side by side for comparison.
Now for checking. Make sure that the Pins 1 and 3 colours match and Pins 2 and 6 colours match.
If they match, you can buy the cable. Otherwise... don't...
Second method is through a network. Create a home network and start transferring files. For setting up home network, refer to this
Google search results.
Now set it up to share files. Make sure that you are using NTFS file system, otherwise, you can't share files.
To check what file system you are using, open My Computer.
Select your hard disk drive and look on your left. Under Details - File System, it should be NTFS. See screenshot below:
Next, check which version of Windows you are running. Windows NT and onwards can share files. The rest, you probably need some third party software. If you are using XP, make sure that you are using XP Professional, not the Home edition.
Right click on My Computer and select Properties. Select the General tab.
It will show you which edition that you are using.
Now, check that services are turned on.
Go to Start > Run and type in services.msc
Scroll down to Server. Under the column Status, it should show Started. If not, double click on it.
Change the Startup type to Automatic from the drop-down list. Click Apply. Once done, click Start.
Now open My Computer, click on Tools > Folder Options
Click on the View tab.
Scroll all the way down and untick Use simple file sharing (Recommended) box.
Now done,
follow this guide to share your files.
The last method is via external hard disks or thumbdrives or file servers.
thumb drive