Google for how to set up a wireless hotspot in whatever operating system you want to do that on. You should find YouTube videos, step by step tutorials, etc. (A lot of them will be based around the assumption that you have an Internet connection on one computer and want to allow others to connect to your computer over a local network so they can share that connection. But the hotspot set up should be pretty much the same even without that Internet connection.)

The other computer should just be able to see the first one's SSID and connect to it like any other wireless network.

Find out each computer's IP address either through their network settings GUI or using ipconfig/ifconfig at the command line. Then from one computer ping the other computer using the command-line ping utility. That should let you know that they can see each other on the network.

Both Windows and Mac support CIFS (a.k.a. SMB) file sharing, so you can use that to transfer files between them. For remote accessing one from the other, Windows supports RDP. Not sure if Mac has a pre-installed RDP client, but third-party ones are available for sure. Secure shell (SSH) is another great way of remote controlling one computer from another.