You can just unplug the USB cable from the desktop and plug it into the the laptop when you need to print something on the laptop. When you are done printing, you can just plug it back into the desktop.
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Your printer will probably have two cables it needs - a power cable and a USB cable (if it is a modern printer). The power cable will need to go to a power socket, while the USB cable will need to go into your computer. Once plugged in, its possible that Windows will automatically install the printer drivers. If not, in the box the printer came in, software is usually provided that will get it working. If that still doesn't work, you will need to go to the website of the printer manufacturer and download the driver appropriate to your computer.