Is there a way that you can play computer games together such as Minecraft without Wi-Fi when all PCs are in the same room?
Well via LAN.
This was called a "LAN party" 10 years ago. You need a hub and connect all computers by cable. And then we started.
Of course, via LAN. It won't work any other way.
Yes, as the others already said, it used to be called a "LAN party" (which was really only done by cool people back then and no, we weren't nerds).
But be careful, not all newer games support LAN mode.