Perhaps you should describe what you really want to do. its it a one time thing or weekly/daily task? Do you want to keep folders synchronized between the two? sometimes just asking a how to question doesn't allow for solutions you didn't consider or even think possible.
It's daily syncing of certain files with my work desktop computer. Can't use DropBox or one drive because work doesn't allow them. So some sort of physical connection would be best. I guess I could connect to my work vpn and just upload/download the files, so not the end of the world if direct USB is not a viable option.