You can setup Windows to have a direct connection with another computer (ie, laptop or other deksotp PCs). I've tried it before by playing with it and screwed up my PC in the process. YOu may have better luck though.
Here's the link to do that if you want to try. Very cheap to do though:
I think a simple and small network is what you need.
Wireless network can cost a little bit more and I'm assuming you have Network Interface Cards (NIC) on both computers? You can use a small switch for simplicity and connect Ethernet cables from the back of the NICs on each computer and plug those in to a 4-port switch.