A network is great, but what if you just want to connect two Macs and transfer gobs of information as fast as you can? Using a gigabit ethernet cable or a Mac with 802.11ac (Wi-Fi 5) or later wireless networking hardware, you can transfer data between two devices at gigabit per second rates, but you can do better than that!
Apple offers four built-in methods in macOS, none of which are obvious to set up. Each of them has different requirements, advantages, and tradeoffs. Once connected, you use the same tools to transfer information between two Macs as you would if they were connected to a network:
smb:// followed by the other device’s network-assigned or self-assigned