In most cases it will be an Ethernet cable with an RJ45 head, both Cat5 and Cat6 Ethernet cables will do.
Go into a good electronics store and ask for an Ethernet cable of your desired length, they'll normally be able to make one for you.
Either use a crossover cable or connect them using a hub, switch, or router.
allows a single computer to connect to a LAN allows a single computer to connect to a LAN
In ethernet terms, a straight-through cable connects a client device to a hub, switch or router (straight-through meaning the connection is pin-to-pin, the opposite of a cross-over cable, which connects RX-TX and vice-versa).
With a LAN cable and a switch
a hub
For a small LAN network, a switch is best. To connect two or more LAN networks, a router is required. (2) From Jean Andrews CompTIA A+ sixth edition (page #852): You can use a crossover cable to connect to computers without a switch or hub making it the simplest network of all. For two or more you will need a switch, hub, or router.
A server is not necessary to create a LAN. You can connect all of the devices using UTP cable and a switch or router (a hub would work too, but they are slower devices).
RJ45
Crossover
It is when you connect 2 computers with a LAN cable
You do not have to connect your router to your PC via ethernet cable, you can instead connect via wi-fi and your router must be connected to your hub.
Crossover Cable (T568A on one end, T568B on the other)