The most simple connection would be to use a cross-over cable (typically yellow). A network switch can also be used to connect both devices. Laptops can also use an Ad-Hoc connection by connecting to...
For file sharing Buy a Double Ended USB Cord http://www.amazon.com/USB-2-0-High-Speed-Extension-Cable/dp/B000F9CXOM For LAN connection, Ethernet to Ethernet...
There is a program already installed on most computer that is called Windows Easy Transfer.To transfer files.If you want to connect the screens then you can't do that on laptops.