If you can connect to the same network, you should be able to transfer them across the network.
If you want to direct wire the network ports of both machines, I don't think you require a special "crossover" cable. I believe the Mac will sense you are doing that with a standard ethernet cable and adjust the port properly.
With a work computer and IT watching you, it might be easiest to simply use a USB flash drive or hard drive to get the files from the PC, and then import them to the Mac. Just be sure to format the transfer drive for FAT or ExFat for read/write compatibility both ways (they usually come that way).
-howard