Question: Can we connect 2 computers directly and wirelessly?
Yes! You can connect 2 computers directly and wirelessly by setting up an ad-hoc wireless network between computers which are equipped with wireless adapters. This peer-to-peer wireless network is typically meant for temporary or ad hoc use, easy to configure and you can bring it up within minutes.
The main advantage with this approach is that you don't need to have router or access point for enabling the network connectivity between two computers, however the wireless coverage could be limited depending on the capability of wireless adapter. If both computers are too far apart, then likely the connectivity performance will not be that good or reliable.
In terms of setup, you need to configure one of the computers as host computer by setting up a simple ad hoc wireless network through wireless network utility on Windows or other operating system, it will then start to advertise the ad hoc wireless network (SSID) once the set up is completed. After that you can move on to configure the other computer and this computer will act as client computer. From this client computer, it will discover this ad hoc network SSID when scanning the available network and you can go ahead to connect to it to establish ad hoc connectivity.
If you need more helps, then you can take a look on this ad hoc wireless network setup article.
Apart from connecting two computers wirelessly, you can also apply legacy approach to connect both computers directly with a network cable as shown here.