I assume you have a cable or DSL modem attached to a router and then the PC desktop is connected to the router?
If the router is NOT wifi (does not have an antenna) you must connect the laptop to one of the four (usually) LAN slots on the router with an 'ethernet' cable.
It the router has an antenna it is wifi and you should be able to connect if the laptop also has wifi. Start with the users guide for the wireless router. If you dont have one, go to the makers website and download it. Most makers also have really good instructions on their websites. If you tell us the make and model we might be able to provide a little more detail.