Easiest way is to either
1) On the dekstop copy the files to a CD or DVD, then move the CD or DVD to your laptop and copy the files onto the laptop.
2) Buy a USB memory stick and then copy the files from the desktop to the memory stick, then put the memory stick in the laptop and copy the files onto the laptop.
There are other ways such us uploading the files to an online storage web site, then download them to you laptop.
Also you can connect the computers together in a simple network (via a router) and copy the files direct from one computer to another.
But the first 2 options are the easiest.