Same as I have on one of the machines I have at home

The article here shows how to do it

You can buy a 5m cable from many places (Eg here) for a £ or two. As long as you can run the cable between the two it will work.

I used this set up for a while at home to let my son have a connection in his room for internet and to share some files and it worked fine. Subsequently I bought a switch and cabled several of the rooms together but in its simplest form the above works easily.

I can't see why you couldn't play games but never tried myself. At the end of the day it is just a very simple connection between two computers - also allows internet sharing if you want.

I'm going wireless on Tuesday as I've just changed my ISP so that may be interesting!