Ok. This is a rather lengthy process, and unless we know what hardware you already have access, we cannot give you a solution. Most solutions are based on what is at hand, and right now, I can give at least 4 different ways to do it, none of which could be accomplished without purchasing some sort of expensive hardware. What are you working with? the esiest way is to get a USB cable and connect the two together. Your pc should realize and "unpack" software to use the USB as a network hub.
Tell us what you are woriking with, as each circumstance is different.