Can I use the ethernet cable to connect to my MacBook Pro to my mac pro

Yes, you can.

You can, but without a Router to issue each port a DHCP Ethernet IP Address, you may have to assign IP Addresses manually.

It is often less trouble to connect each computer to a port on your Router.

You can also use Internet Sharing to turn one computer into a DHCP-capable mini-Router.

Also need crossed Ethernet cable.

Kaz-k - actually you have not needed a crossover cable for years as the Ethernet ports can handle it with any old regular Ethernet cable. (I still have a couple of crossover cables hanging around too).

Apple does not even update the KB list anymore - http://support.apple.com/kb/HT2274?viewlocale=en_US&locale=en_US

I didn't know that intel based Macs no need crossover cable anymore when connect each other...:-(

Yup, the one sure thing in technology is always change, which is why so many of us have closets of old cables, connectors and devices sitting around in boxes 😁

I do this with a FireWire Cable.