Is there a way to project my laptop to my desktop

I’m having issues as my work requires two screens. The issue is I don’t have a monitor - only a computer and a laptop from work. At the moment I use the wireless connect, which does work and does do the job but it’s VERY jumpy and laggy. For reference I have an HP pro book laptop and a HP bang & olufsen (?) all in one PC.

I tried buying an HDMI cable, but apparently that doesn’t do anything because I need to buy a connector thing for the HDMI cable….im a mess, can anyone help?