Sorry mate but no they dont have to be part of the same workgroup but it is prefferable... Here is the way to transfer a file quickly and easily...
1. Go into the properties of the folder u want to share and enable sharing for that folder, u may also want to select to enable users to change your files but that is up to you.
2. Go into your network connections window and go into the status of "Local Area Connection" and under the Support tab you will see your own IP address, so write it down.
3. Now on the computer u want to transfer the files to, go into my computer and in the address bar insert \\\\IP Address eg. \\\\10.1.1.3 and after a moment the screen will update and show u all the files shared on that computer, it is then up to u to go into the appropriate folders and copy and paste them onto ur other computer...
Btw, this can also be done the other way round, as in sharing a folder on the computer u want to copy the files to and then pasting into the shared folder...
Hope u get my meaning