Ethernet doesn't do anything. Doesn't work.

I use two Macs running simultaneously, both running El Capitan. When they were both iMacs I couldn't network them with Ethernet, manually, automatically, or any other way. I had to share files using Dropbox. Now I replaced one iMac with a Mac Pro, but the problem persists. I still can't network the two (one iMac, one Pro) using Ethernet. So I still have to use Dropbox. Even with two Ethernet ports, I figured one, at least, would function properly. Nope. Can anyone link me to a thorough step-by-step tutorial on how to make Ethernet work as advertised?