They are already "connected together wirelessly" (networked) via the Homehub.
Make sure both computers are in the same "Workgroup". Then set any folders that you want to have available over the network as "shared" by right clicking and selecting the Sharing & Security option (XP) or Sharing (Vista). Set at least one folder as "shared" in each computer to help to get them communicating. When you go into My Network Places ("Network" in Vista), you should be able to access the shared folders in the remote computer.
Make sure that any third-party firewall software, such as Zone Alarm, is configured to allow access to the networked computers.