The best way to protect secure data is to not store it on a laptop, but if you find it necessary, there are three main ways to secure your data.
The first is to password protect the laptop. This option keeps the honest people honest, but will not protect the data. The hard drive can simply be removed and installed into another computer, rendering the password useless.
The second option is to encrypt files and folders. This can be done using many different ways. Microsoft Windows has offered a level of encryption built into their operating systems since Windows XP when they switched to the file system called NTFS. Encryption securely locks a file, folder, or drive so that only an authorized person can view it. The advantages are that there is no additional cost for the feature, and that it is VERY secure. The disadvantage to the built in is that if you should forget your password on a non-domain (controlled by a server) laptop, the data is unrecoverable. If the computer password is hacked, the computer may be usable, but the data is not recoverable.
There are several 3rd party options, such as PGP encryption, which serve similar functions, but act independently from your computer password. Some of these will allow you to setup a secondary person who can unlock the data, allowing for recovery even if one password is lost. Some of these applications are free, but most do have a cost. Many will work with biometric (thumbprint) readers.
The third and most secure method uses a combination of both password protection and encryption. Applications like "Folder-Password" will password protect a Folder or File and also encrypt the contents. At this level, you have a password to log onto the computer (ideally), and than a password to view the files which have been encrypted. This solution uses a much stronger encryption than the NTFS solution Again, some of these are free, while others do have a cost.
The best security is a security policy put in place by your system administrator. When that is not an option, encryption will keep you protected.