You'll need a nullmodem cable/adapter if you're connecting two PC-style serial ports to each other to feed the outputs of one side into the inputs of the other side. Depending on the protocol used, that cable should also include hardware handshake lines and such. You can easily test the setup by running a terminal program on either side, 'chatting' to each other. Most terminals allow capturing, so there's nothing special here really except you'll have to match the settings (bitrate, word size (7/8), parity, stop bits, software (xon/xoff) vs hardware handshake) on both sides. If you don't know them 19200 or 9600 baud, 8N1, xon/xoff usually is a good start.
