there was this article here in Tom's about this new fancy external GPU slot for laptops that cost around $400 (forgot the name of the article though) but i don't think it is released yet or even exist at the moment. so the short answer, at least for now, is that you can't put a traditional GPU into your laptop and there are no GPU's being sold for laptops.
first off running a game from an ext going to cause lag. most usb ports are slow data movers. on your laptop if it one of the new ones see if it has split video card. some laptops have slower onboard video chipset to save power. if your only has one chipset then in the bios turn off energy saving and make sure the onboard gpu set for max ram. also turn off power savings for the wifi and ethernet ports.