Connecting a MacBook Pro (Retina, 15-inch, Mid 2015) to a MacBook Pro (M2 Pro, 16-inch, 2023)

Yes. Please read Transfer your information to Mac from another computer or device - Apple Support.

The easiest way to do it is wirelessly, which can be performed from Mac to Mac or from the earlier one's Time Machine backup. If you want to connect the two Macs to each other with a cable you will need to purchase a suitable adapter and Thunderbolt cable.

Since your Mac is new you should consider availing yourself of Apple's complimentary 90 day phone or chat support. Start here: Official Apple Support.

Although you can certainly use cables, it complicates things for the reasons you express. Wireless data migration is all I have ever used for the past 20 years or so.

If you can get each computer onto the Internet without re-cabling, you already have a data highway. it is provided through the SWITCH functions of your Router, and does not actually send any information onto the Internet to accomplish these transfers. This uses the networking capabilities of you two Macs, with your Router directing traffic. File Sharing is widely compatible among a large span of MacOS versions over time.

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If you prefer to add a cable, it must be a Networking cable. Ethernet and Thunderbolt can be used as networking cables. USB-C is a local peripheral cable, and will generally NOT suffice for File Sharing.

for ThunderBolt transfer, you may need to manually add a ThunderBolt Bridge device is System preferences > Network on each Mac. Ethernet is usually is already shown there.

The ultimate in simplicity is 'sneaker-net'. With this method, you drag and drop the files onto a USB thumb drive, or any connected drive, then eject the drive and carry it (using the sneakers on your feet) to the other Mac, and plug it in there, Then drag and drop files from the USB thumb drive to your folders.

Mac File sharing launders out the differences in File formats, and provides a 'pure' data interface between devices. The files may be stored locally on each computer in wildly different formats. Mac File Sharing does not know or care.

Let us know what you decide to try, and how it works out.

Airdrop seems to require minimum of a Mac running MacOS 10.10 Yosemite fully updated for wide compatibility with more modern Macs.

The 'good old boys' around here have been fiddling with old fashioned connection methods using cables and Wi-Fi that work MUCH farther back, so that method did not come up in our earlier suggestions.