It would help if we knew what you did, what advice you followed, so we could diagnose the problem. What did you try?
As I said, it's pretty simple. If you ADD network adapters to the two PCs and connect them directly (if wired, using ethernet cable, if wireless, using adhoc mode), that will create a NEW network. IIRC, by default, Windows will NOT route between the two networks on each PC, not unless these are Windows servers (which very well *might* route by default).
Also, realize that by default, Windows will bind file and printer sharing to both networks. And therefore every resource you share will be bound to both networks. IOW, it’s not enough to create a private network. You need to make sure the various resources you wish to keep confined to that network are only bound to that network. In many cases, as with Windows file and printer sharing, this isn’t the default.