If you want to use Windows 95's Direct Cable Connection, or need to create a "Null Modem Cable" for some reason, here are the pin connections for 9-pin and 25-in serial ports.
9 Pin
Port #1 Port #2
2 3
3 2
4 6,1
5 5
6,1 4
7 8
8 7
25 Pin
Port #1 Port #2
2 3
3 2
4 5
5 4
6,8 20
7 7
20 6,8