I've never seen a laptop with native video input support (and I used to work for a major laptop manufacturer, so I've seen quite a few). They generally have video output ports which are typically VGA and/or HDMI for output to an external monitor or projector.
You'll probably have to add a video capture card or device to your laptop in order to make this work. Many USB devices exist, so search your favorite electronics vendor for "video capture usb" or something similar. Prices seem to vary wildly - I saw multiple options under $20, although quality may be a concern.
Most of the ones I've seen are only Composite (single yellow RCA video jack) in, which would probably be OK for a Wii or other standard definition console, but not so great for a PS3 or Xbox 360, or a BluRay player, for example. You'll want to make sure that your device supports composite out if you go this route. Most devices do, but you may have to buy a different video output cable than the one it came with.
With one of these devices, you simply plug the device into your laptop's USB port, and then plug the Wii's video and audio output jacks into the device. It should come with software that allows you to view the output on your screen and record it to your laptop's hard drive if you so choose.
I found this youtube video of someone using one of these USB devices to hook his Xbox 360 to his laptop, which should walk you through the basic steps.