How do you hook up a desktop and laptop with wireless router.

Welcome to Tom's Hardware Forums!

First connect both computers to the wireless router. I think that you have already done this.

Then create a network, and include both computers to the network.

Lastly, turn ON file sharing for appropriate folders.

All this is explained in detail under Windows. Multiple chapters and topics. Be prepared to spend some time (few hours) reading up on this and then trying out.

This process is a lot easier if both computers are running Windows 7.