If you want to share files you need to setup a local Network using the Networking Wizard in Control Panel

If you had both computers connected directly - "Network Adapter to Network Adapter" - they had probably been configured with fixed IP addresses.

Connect both computers to your Wireless Router which, depending whether or not they have a Wireless Network Adapter installed, you can do either by ethernet cable or "wirelessly". They will then both have internet access and be networked so that you can access the shared database. There is no need to have a direct ethernet cable between the computers when both are connected to a router.

Make sure that the network adapters you're using are configured to get their IP addresses automatically, which they do by DHCP from the router. Go into the Network Connections folder ("Start > Run", type ncpa.cpl and click OK). Right click the network adapter with which you are connecting to the router and select Properties. Double click the entry for TCP/IPv4 (description varies slightly depending on the version of Windows) to open its Properties sheet. Make sure the option is selected to obtain both IP address and DNS Server addresses automatically.