How do I connect my desktop to my laptop so that I can use the laptop monitor for both?

The only way is through networking, and that is very slow. 99% of Laptops do not have video inputs.

You CAN'T use one monitor for both. You CAN use more than one monitor for either.

doesn't work

Both would need to support screen mirroring. You can then download a mirror app onto the one you want to recieve and use the "project" ability of the machine you want to send. This really slows down both machines and there can be upto 3 seconds lag on the recieving machine - not all windows PCs will support this!

You MIGHT be able to if they are both running Windows 10...