What you could do instead, is buy a special USB adapter-cable with a
networking adapter build onto it, or the similar alternative, two USB
network adapters with a Cat5 crossover patch cord between them.
Yes, but you need a special cable, with some electronics embedded in it, and
a network client driver. An example here: http://www.optronix.co.uk/cable.htm
You can get PC2PC usb adapters. One type allows simple file transfers. The
other sets up a simple P2P network. Some MSI motherboards have this built
in as well, but it is not common. Search the major online suppliers and you
will probably find one.