How to connect laptop to laptop?

Establish either a wired or wireless (ad hoc) connection between them. On the network connection of choice, you’ll need to configure TCP/IP w/ a unique static IP in the same network ( http://www.tomshardware.com/forum/25949-42-change-address-windows ).

Laptop #1
IP Address: 192.168.1.1
Subnet mask: 255.255.255.0
Default Gateway: 0.0.0.0

Laptop #2
IP Address: 192.168.1.2
Subnet mask: 255.255.255.0
Default Gateway: 0.0.0.0

A wired connection is certainly easiest (it only requires a common Ethernet cable), but wireless is also possible if a bit more complex.

http://www.home-network-help.com/ad-hoc-wireless-network.html