Step 1: Install ssh on both the machines. Run this command in terminals of both the linux machines.
sudo apt-get install ssh
Step 2: Learn the IP address of your desktop. This can be done by right clicking the connection icon on the panel and then on "Connection Information".
Otherwise you can just run the following command and read for "inet addr:" field.
ifconfig
In my case, it is 192.168.1.3.
Step 3: Go to your laptop. Find "Connect to Server" option.
If you are using GNOME then you find this on "Places -> Connect to Server".
If you are using UNITY then you find this option by opening Nautilus. Go to File -> Connect to Server.
You get this window -
Step 4: Fill details into the fields and click Connect.
Service type must be selected to SSH.
Server field takes the address of the computer to which you want to connect to.
Port is 22, which is TCP standard for SSH Connections.
Folder that you want to share.
Username to access the desktop.
You can add a bookmark and give it a name for you to access it next time.
Step 5: Once you are done, click on "Connect". It prompts for password. Enter it and you are done. You have successfully established file sharing from your desktop machine to your laptop machine. You can do the vice versa by following Step 3, 4 and 5 on your other machine.
PS: I have used terms 'laptop' and 'desktop' everywhere. But this need not be the case and procedure is same for any two machines connected through same router.