Did you try the NES Zapper with an NES? It doesn't work with AV Famicom.
Possibly doable with something like Soft15Khz that makes your computer run at the low resolutions needed by your monitor. However it could be a huge hassle and may not work depending on your laptop's internals. You may end up down a rabbit hole of sifting through old posts on other forums, troubleshooting stuff mysteriously not working, tweaking settings for individual games, having to get extra hardware/cables to get the low-res VGA-to-CRT picture showing up properly, etc.
I'm doing something similar with my old HTPC but using CRT Emudriver. It's easier to set up, but I had to downgrade to Windows 7 and buy a used Radeon card on their list of supported hardware. It only works with XP/7 and some of the old ATI cards up to the 4xxx series.
It may be a little pricey up front, but if you're just starting out and not fixated on arcade games, it's much easier to just buy original console hardware and a few games to start. Maybe get an Everdrive down the line if there's one for your system of choice and games are hard to find or crazy expensive.