Networking two laptops ?

You will need to connect them using either a LAN cable, setup static IP adddresses on both side.

Or get a cheap router - you get them for like 600 bucks - which will allow you to automatically connect each other.

You will need to connect to shared windows folders like this - smb://$WindowsIP/Name$

For accessing shared folders on Ubuntu from Windows - \\$UbuntuIP/Name$\
 
Install connectify in your windows PC and create a virtual network to connect Ubuntu pc with the virtual network and you can share internet of window PC and files...I think this is the best solution without any hardware requirement so you don't have to spend anything. Just download connectify from torrent and install it and it's done..
 
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