You can join two PCs together using an ethernet cable, but you cannot then use the "get IP address automatically" option - because there is no DHCP server to get the IP from.
You have to set both PCs to the same subnet e.g.
10.10.10.1 with a subnet mask of 255.255.255.0
10.10.10.2 with a subnet mask of 255.255.255.0
and then "it should just work"
The DNS address doesn't matter.
Windoze networking should (within some minutes) discover the other PC and - subject to having a share set up on the root of each hard drive - you can browse it. It helps if both have the same WORKGROUP name set up e.g. "WORKGROUP" but this is not essential
AFAIK.
Just remember that when you are done with the trabsfer, you have to reset the IP config to the usual "obtain IP address automatically" otherwise it won't work with the normal internet access setup, where there is a DHCP server which dishes out the IP.