Basically there are two ways to hook two computers together.

The first way:
Put a network card in each computer. In addition, buy a 2-port hub or switch. Plug one computer into one of the hub ports. Plug a second computer into the second port. You can buy a hub or switch in 2-port models, 4 ports, 6, 8, even 32 ports! In addition, you can use the uplink port to connect to a cable or DSL modem for highspeed Internet access to all the computers connected to the hub or switch.

The second way:
Buy a special type of network card and cable for a coaxial network. This is a peer-to-peer network where there is a card in each computer and they're directly connected to each other. This only works with two computers and isn't upgradable if you want to add another computer to the network anytime in the future.

Since you already have a regular network card in each machine wtih the proper cable, it would be cheaper in the long run to buy a hub or switch. (Perhaps a 4 port one should you ever decide to easily add another computer to the network anytime in the future.)

The easy/cheap solution here is to use an ethernet crossover cable. About the same price as a regular cable, it's the network equivalent of a null modem cable--it allows direct connection between identical ports. It's a good idea to have one of these in your cable inventory even if you do have and use a hub, router, or switch. Just be sure to mark it clearly...

As far as detailed instructions, that varies. Read the instructions that pertain to the particular game(s) that you are playing.

http://www.oucs.ox.ac.uk/network/ethernet/