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During the Rendezvous maneuver of Gemini 6A and 7 the crews talked to each other, see Wikipedia.
Did they use ground control as relay station or special transmitters and receivers for communication from capsule to capsule?
The other single Gemini missions used only communication between spaceship and ground control, special direct communication was not needed.
Many of the Gemini Radio systems, and in fact Gemini 6 and 7 specifically are documented at Sven Grahn's Gemini Radio Systems page.
While there doesn't seem to be a specific mention of spacecraft to spacecraft voice communication there (vs radar), I'd guess that at least when nearby, the 296.8 MHz AM UHF link used for voice communication with mission control would be usable between spacecraft.
Consider that this would be very similar to an everyday military UHF (or in usage pattern if not frequency, civilian VHF) air-traffic control frequency where multiple aircraft interact with controllers and also receive each other's transmissions. To this day ATC systems use AM specifically because signals from multiple transmitters tend to at least somewhat audibly combine rather than interfere if more than one person transmits at once.
At longer range the HF system might be tried, but it's not clear how well it would work - the portion of the ionosphere from which HF signals can be reflected back to earth (enabling over the horizon communication) varies with solar activity, and could be either above or below flight altitude, or even not effectively present at all. But it would probably work about as well between spacecraft as it would between either and a ground station at the same point along the orbital track - possibly better, as there wouldn't be loss going through charged regions at lower altitude.
In contrast, if the normal spacecraft to ground communication used a different frequency for uplink vs. downlink, then trying to talk spacecraft to spacecraft would require an additional receiver, since tuning away from the frequency mission control would use would probably not be acceptable. Of course the communications actually used were simplex, and even if they had not been, switching to simplex operation for that rendevouz specifically could have been an option.
In terms of antennas, likely no extras would be needed, not only because those used for communication do not seem to have been particularly directional types, but also again because the bearing from either spacecraft to a ground station potentially near the horizon could probably vary by more than that between the spacecraft at the times at which they desired to directly communicate.
