The phrase you want to google for is "tethering"
It can be wired or wireless.
The cheapest solution is wired, you just plug in a USB cable (if your camera has a USB port, all Canon's do, so I assume Nikons do as well) between the camera and your laptop.
Check the CD that came with your camera, there is probably a tethering utility on it. I know there is on the Canon version.
And as @darkcat said, Adobe Lightroom and other programs can do it.
Note: I've found that while Lightroom 4 works with my 50D, it has some buffering problems when talking to my MacBook Pro with 8GB of ram. After 5 or so shots, it becomes slow and this makes taking shots sluggish. With the Canon bundled program, I can keep shooting as fast as my finger works. I've never heard a good technical explanation as to why Lightroom is so slow.