That depends how far apart they are, if they are in the same room, just buy a patch lead from any PC shop and assuming both PCs have network cards (most modern PCs have them) and link them together and set up a network, it takes about 5 mins and very simple and both will also share a single Internet connection. The only drawback with regards to Internet connection is that the computer with the Internet connection is required to be running for the second PC to have access to Internet.