Hello Juan,
You can direct connect servers. If you intend to run in infiniband mode one of those systems will need to be running a subnet manager. for linux you can use opensm. I use this to directly connect a linux server to 2 esxi hosts. What cable you need will depend on distance, but you need a vpi compatible cable.
get a cable that specifically says vpi, that way you can run either ethernet or infiniband on it. i believe active vs passive comes down to distance. I use a 1m passive vpi cable for my purposes.