well yes u can only if same ISP and if ur LAN is not firewalled
transfers on the lan dont affect ur internet bandwidth so dont worry even if u keep ur net closed u can use LAN to transfer files
as to how u can do so here goes - - - -
many freewares are available like ip messenger etc for file transfer , chat , messaging.
u just have to run for eg. ip mssnger on both the pc`s and ur good to go.
hope that helps