OP's question is quite vague and perhaps dodgy
Perhaps he's a computer noob? Or he has something illegitimate so that he does not want to use a router for file transfer, just in case??
I dunno, but that reminded me of the older days without network (or whatsoever) when data transfer between two PCs had to be done via very complicated method under DOS prompt (forgot which cable had to be used btw) or DOS-based cloning software