How large is your file? If it isnt too large, then you can send it via email or upload it someplace (yousendit.com, megaupload.com, rapidshare.de.....) and then download it on your laptop...
If not, then you either have to put it on some storage device (flash disk, mp3 player, even your digital camera if you have one) or burn it onto a cd/dvd...or simply, over LAN...
Hope that helps...