Here's what I usually do for the above purpose
1. Connect both of the PCs with Ethernet Crossover Cable/Wi-Fi over router.
2. Create an FTP/HTTP Server with Everything.
3. Find the source computer's internal IP address (cmd -> ipconfig /all)
4. Enter that Internal IP address into a browser in the destination computer.
5. Navigate to the directory and download the files.
6. I recommend using IDM ("Download all links with IDM") to download more than 1 file.
OR
You can refer to this article
How to Share a Folder Over Your Network