Hi there, it works just as you think and the Hub will be seen on Finder for you to drag stuff over it and add media, however you need a router since you need a device able to negotiate a internal networking connection (Not an internet connection) that allows for both devices to see each other…
You could connect the Hub directly to your Mac’s Ethernet port, but a lot of people in here say it can create data corruption on the Hub so using a router for an indirect connection is preferred.