[Question] Networking Two Locations together Best Practices

I'm working with a company and trying to determine the best way to network two physical locations together. They currently have locations in different cities on opposite ends of the country that are connected via VPN that I configured. This works well.

This particular setup, however, is two buildings in close proximity, only separated by a driveway that belongs to one of the buildings.

I know the option of VPN'ing the businesses, over the internet to each other, exists.

What I don't know, is there some other/better way to directly connect the buildings? They have offered to install some conduit under the shared driveway from one building to the other. My hesitance in connecting the buildings via LAN like this, is that they need to maintain PCI compliance and I'm not sure running a LAN cable like that, even under ground through conduit, wouldn't somehow expose a PCI vulnerability.

I'd imagine that even between the two buildings, a direct VPN would be required from one building to the other so that it would prevent any potential man-in-the-middle exploit?

They want to maintain PCI compliance, they want to have the fastest speed possible and they'd prefer, if possible, to share one internet connection and not have to have one for each building.

Am I thinking about this correctly? Are there any "Best practices" ways of doing this? Thanks.