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To send and receive files using WiFi direct you need to install an app that support this. You can for example do this using OfficeSuite.
First you may need to pair the phones. On our phones you do that by opening Settings -> WiFi -> [menu] -> Wi-Fi Direct on both phones and then tap the phone you want to connect in one of the phones.
Then open OfficeSuite, browse to the file, tap and hold the file and select "Send via Wi-Fi Direct" and then other phone.