First and most importantly, make sure your physical connection is okay. If you have a newish NIC, it'll have some green lights on the back, normally Link, Act, 100. If the physical connection is there, Link should be lit when both PCs are one. Act(ivity) indicates data transfer is occuring, and 100 tells you you're running at 100mbps, rather than the standard 10.
If you're connecting PC-PC, you should either be using Coaxial cable, in which case you want a long cable with a T-piece and terminator on each end, and the t-piece connected to the NIC. If you're using Cat5 (looks like a telephone cable, but bigger and meaner) you need a crossover cable to go PC-PC, or two normal pieces of cable and a hub.
That done, you need as a bare minimum in your networking protocols:
Client for Microsoft Networks
File and Printer Sharing for microsoft networks
TCP/IP
Check the PCs IP addresses by going into a dos prompt, and running IPconfig - the first two clusters <MUST> be the same, or the PCs will not communicate without using a router. 172.16.222.1 will talk to 172.16.0.10, but not to 172.15.222.2
The computers will not appear in a workgroup unless something is shared, as Zalen said. Make sure that something is shared on both PCs.
If none of that helps, let us know, and we'll try and sort something out...