You don't need crossover cables anymore. You can just connect a regular patch cable directly between 2 devices. Modern devices can swap RX/TX as needed.
As for auto-configuration, that's up to the OS, but yeah you probably have to set up static IPs.
I was under the impression you have to set up the devices as each other's default gateway, but maybe I'm the one not up to modern standards this time.
Therefore they can talk directly, without using a gateway.
Their corresponding Ethernet MAC addresses will be resolved by ARP.
The problem is that in many cases you would have to look at the autoconfigured addresses and introduce manually the peer address in each computer.
For file sharing, either in Windows or using Samba on Linux, you could autodiscover the other computer and just use the name of the shared resource.