To connect them using AppleTalk, you will need a LocalTalk box that connects to the 9-pin serial ports on the 512k and a second LocalTalk box that connnects to the 8-pin serial ports introduced on the Plus, then connect them together with the 3-pin cables that come with the boxes and one of the interconnects. You can use either port on the boxes, but you must use the printer ports, not the modem ports, on the Macs. Make sure that AppleTalk is turned On in the Chooser (it usually is by default) and that each computer is given a name, and god willing they should show up in the list of available devices for each other in the AppleShare panel (AppleShare should be in the system folder, if it's not, install it first from the system disks).
It is also apparently possible to connect two Macs using a "null modem" cable, but I have never tried this. I think it would also require terminal software or some such, but again, not entirely sure.