Well when I had a PS2 over there:
> PS2 with 3 colours on end
> The colours went into a tiny box we got from EB Games
> A coax cable went from the box into the back of my TV
Note: I'm calling them the 3 colours because our A/V cables here are different and I will only get confused.
In your case, you can plug the coax cable into your Laptop TV Tuner instead.