>>> When I try nothing happens!
Exactly how are you trying? Here's how I'd do it. Please tell me where my method breaks down for you:
Insert your memory card into the laptop's card reader. If a dialogue box appears, select 'Open folder to view files'. If not, go to 'Computer' and double-click on the icon for the card reader. Either way, you should then see the contents of the card, which (at that point) is likely to be just a single folder, which you should double-click on to open. (If you again get to a single folder, double-click on that as well).
Eventually you should get to a window showing all of your image files. Now open another window alongside it, showing the destination for those files. (e.g. 'My pictures'. Assuming that you want to copy ALL of the files across go back to the first window and click on Edit >Select All. Then simply 'drag and drop' everything from the first folder into the second one.