Sure, just plug them into the ethernet ports on the back of the router, give them IP #s of the form 192.168.0.X (the router is probably 192.168.0.1, so start with 2) You could also set them to use DHCP, but I always find setting things manually to be faster and more reliable.
The easiest way to transfer files back and forth is probably to run an ftp server on one of them, and use that. Run an ftp client on the other machine, and connect to the IP# of the server.