The "cross over cable" achieves the same thing as a router without having the router .......
If you connect via a router the wires from the laptop meet those from the desktop in the router. The router provides the right connections wire to wire....
The router cross connects these to allow comms.
If you use a cross over cable the wires to one of the connectors are "crossed" to allow the two to see each other without the router.
In both cases you set up a network so they can see each other.