How to connect laptop to a decktop

if by decktop you mean "desktop computer" ...

A) network the two. set the folder with your music to be shared. navigate to the shared folder from the desktop. (both computers must remain on)

B) hook up the desktop's speakers to the laptop instead.

C) copy the music to your desktop.

if you meant a tabletop stereo system ...

A) phono plug out from your computer to the input on your stereo.