Do you mean you want to backup your phone's data to your laptop? At the moment you can only backup your media - music, video or document files. Other data is automatically backup up for you to the cloud (but you can turn that off). If you connect your phone to the PC you should be able to view the media on it, you can copy and paste that information to back it up wherever you want to.
external storage with enough free space to hold a backup
Windows 7: Control Panel > Backup and Restore (whole nine yards backed up)
Windows 8: Either Windows 7 File Recovery (backs up everything) or File History
Windows 8.1: File History (backs up just files)
Ubuntu/maybe other distros: Settings/Preferences > Backup
MacOS: idk, look for backup or time machine?
Or, if you just want some specific stuff, go for good ol' copy paste