How to link 2 computers through Wifi router?

Assuming they are running
1. Ubuntu
2. Windows 7

what does "Link" mean?? There are literally hundreds of ways two computers can interact. What do you want to achieve?

You might wish to say "Please" or "Thank You" when posting in general, ta.

From your question, I can only surmise that you want to do something like this:
where you have the boxes wired to the wifi routers with a wireless connection
between the routers.

The other case:
where both boxes connect to the same wifi router and are part of the
same LAN seems too straight forward to talk about ...
... UNLESS you want to implement network application interactions
as linkage between the two boxes.

You might clarify your question.
~~~ 0;-Dan

Mine is this one

box-1 <===Z===> wifi <===Z===> box-2

This is likely the trivial case.

The "connection" for a wifi link consists of three parts:

1. association -- the radio parts see and interact with each other; they agree on channels and find matching bandwidth settings
2. authentication -- once the radios are talking, parts exchange security details;
   the workstation requests and the router (usually) provides an IP address using DHCP
3. application -- the workstation can now use any internet features to send and receive data

All of this is the same regardless of whether windows or mac or linux or iPhone or Android are
in the role of either box.

Do you get far enough that the two boxes can use a browser (firefox, chromium, konquerer, etc) to browse the internet? If so, all of the above works.

From your browser, name services take your desired web address, http://www.linuxquestions.org , and discovers the internet address (a string of numbers) needed to communicate. This is exactly like using a telephone directory seeking, John Smythe, and learning 204-555-1234, or similar.
For box1 to open a web page on box2, box1 needs to know the IP address for box2.

On your home network, this might stay the same for very long periods of time. However,
this can and does change as you use DHCP as described earlier.

Does this information move you closer to what you need to do?
~~~ 0;-Dan

My objective is to copy and transfer files between computers through wifi router, without LAN cable.

Hmm, bit concerned that you think cables vs wifi matters at all.

Either way, for a one off, just use winscp on windows, very simple.