Buy a cheap USB to Ethernet adapter then and directly connect the two computers via Ethernet. USB to USB is possible but it's not worth the time and effort, network will be faster and easier. Or why not just buy a cheap external hard drive? According to Amazon a 500gb external hard drive can be had for $30 USD.
I use this script to deploy xrdp. Works well for local stuff or over vpn / ssh tunnel and plays nice with rdp
https://c-nergy.be/blog/?p=19228