This is from my Help Window: (copy and paste)
Connecting two computers using Ethernet
You can use an Ethernet cable to connect two Mac computers and share files or play network games.
To connect two computers using Ethernet:
Connect a standard Ethernet cable from the Ethernet port on one computer to the Ethernet port on the other. You don’t need to use an Ethernet crossover cable.
If your computer doesn’t have an Ethernet port, try using a USB-to-Ethernet adapter.
On each computer, choose Apple menu > System Preferences and click Sharing. Note the computer name for each computer.
In the Finder on one of the computers, choose Go > “Connect to Server,” and then click Browse.
Double-click the other computer in the window and enter your password, if necessary.
If you manually configured the TCP/IP settings for the Ethernet service on the computer you are connecting to, you may need to enter that computer’s TCP/IP address in the “Connect to Server” dialog.
To see or set the TCP/IP address, choose Apple menu > System Preferences, click Network, and select Ethernet in the list.
The one question I had - if both computers are connected to the same wireless router, would the computers that are connected via ethernet cable to each other know to go to each other via ethernet rather than wifi?