There are actually a number of things you can use such as a USB however one of the easiest things to get is an Ethernet cable. This is a wire that can connect from one computer to another and has the ability to transfer data to and fro.
How to Use It - Step 1
If neither computer has a networking card installed or an Ethernet port then you should first install the relevant networking cards on both computers. This will then provide an Ethernet port for the computers so you can use the cable.
Once they are installed you should grab the cable and plug one end of it into the port and then plug the corresponding end into the other port hole. You will know that it is secure when you hear the click of it going in.
When everything is in place you should turn on both of the computers. You should be prompted with a network setup screen so you can inform the system that you are connecting two computers together. The computer should let you know that you can carry out file sharing which will allow you to move files from one device to the other.
You are now free to set up a network disk which you will need to run on the computer and then put it into the second computer so the setup is complete. Once you do this successfully you should be able to transfer files to and from the computers.