File Sharing

I have recently been transferring files between laptops but every time i want to transfer something I have to copy the file to my external hard drive then connect the external to the other laptop and drag the file over. This gets very annoying after a while so I was wondering how I would be able to transfer files between my laptops without the use of and flash drives or external hard drives.
Would creating a wireless file sharing server work? If so how would I make one, I have full access to my modem and router as well.