I can't help on the ethernet direct connection as I haven't done that and don't have time right now to try it.
My memory may be wrong but my Windows 7 computer had previously been setup for a home network of windows pcs. When I got the Mac I went through some steps on the Mac side to allow it to print to a printer connected via usb to the windows computer (that is where I found that I needed to have a password protected account on the Windows side). I used the following instructions OS X Mavericks: Connect to a printer shared by a Windows computer
For sharing files from the windows computer to the Mac I think all I did was changes some file sharing settings on the Windows side.
Note: On the Windows machine I see no evidence that it knows about the Mac. The Mac doesn't show up in Windows Explorer and it isn't anywhere in Network but if I open Finder on the Mac side, the Windows 7 computer is there (under Shared in the sidebar) and I can navigate to any users and folders and drag or copy files to the Mac. I haven't tried to make the Windows computer recognize the Mac as it has never mattered for what I want to do.
The following may also help (and be more accurate than my memory): OS X Mavericks: Connect to a Windows computer from a Mac