Don't let the pictogram throw you. In that diagram they are using a "Wired Hub", not a router, to connect more than one other computer to the ICS on the main computer.
If you are going to connect just one other computer to the main computer via ICS you can do this directly using a "Crossover Cable".
The wired hub eliminates the need to have a crossover cable in an ICS setup. You can not use a normal Ethernet cable for this. You can make your own crossover cables, or buy them pre-made, or use a hub.
Also note that you will need 2 NICs (Network Interface Cards, or LAN connections) to do ICS.
This is probably not the best video I could find, but it will give you the general gist of what you are going to do: Windows 7 Internet Connection Sharing (ICS) - YouTube