What laptop do you have? Most laptop does not have MXM graphics card. If your laptop does not use MXM graphic card, you cannot swap it out and you have these two options:
1. vidock if you have expresscard slot or
2. you can open the computer and use the mini pcie connector, connect mini pcie connector to pcie x16 converter and a desktop psu for power.
But I don't think you want to do number 2 because you have no mobility at all. Either way, your graphics card will be very bottlenecked by the bandwidth and they cost money which IMO is not worth it and is better spend on a new desktop build or a new laptop if you need extra performance.
Even if the card in the laptop was upgradable, it would not be free. Drivers would be, but chances are your laptop hardware was never made to be used for games. If you are asking this, it's pretty much 100% that you need to buy a new laptop to play games on.