There are many ways to do this, but the simple and secure technique I suggest is to use a secure shell, ssh. There is a widely used Windows secure shell client, Putty, that you can run on your Windows laptop.
Any Linux distro will have a secure shell daemon, sshd, that you can run on your desktop.
You will need to spend some time to configure these to provide a secure link. You can start by using passwords to login, but for use over the internet key authentication is much more secure.
Do some googling and find a guide you like. There are plenty!