There are mainly three ways of connecting a Laptop to a PC 1)Through LAN 2)Through Bluetooth 3)Through Wireless Router
The first one doesn't need any s/w(software), but a LAN card or NIC(network interface card) Ethernet Card , and a Twisted pair cable with RJ(register jack)45 crimped through cross over crimping on either sides of the wire.
The second one needs to have a Blue tooth dongle either inbuilt or an external one connected to both the Laptop and a PC.You need to install Blue tooth drivers.
The third one requires a Wireless Router that connects to your Internet Modem and broadcasts your signal wireless allowing computers to join your network. Once connected by network, have both computers join the homegroup and share files and folders. From each computer, depending on the shared folders, you can access the data on both the laptop and PC and therefore connecting them for easy transfer of data and anything else you might want to do.
There are several ways to connect a laptop to a PC. 1) if you have an Ethernet card installed on your laptop and on your PC you can directly connect them with a cross-over LAN cable (in case You don't have network hub). or a straight LAN cable (if you are using a network hub or network switch between the computers).
Option 3 An ad-hoc wireless network if your PC and Laptop both have wireless cards.
Option 4 You can also get a special USB cable that connects 2 computers and allows data to be transferred between them. They are quite cheap and you can definitely find one on Ebay.
Option 1 generally no longer requires a special crossover cable. Most modern NICs (especially on laptops) will auto-sense which pairs they need to use for Tx/Rx.