Should I tell my doctor about leaking urine when coughing or laughing? How? What would it be?

Yes. Sounds akin to stress incontinence and surprised to hear this at your age. Have your Gynecologist assess. Also, consider possible urinary tract infection as a culprit.
Stress incontinence. Sounds as though you have 'stress urinary incontinence, a common condition primarily affecting women--especially women after childbirth. However, infection in the bladder can also cause this and should be looked for by you PCP. Often helpful for this condition are Kegel exercises, which help strengthen the pelvic floor and, often, the bladder detrussor muscles...just Google "Kegel exercises."