It's still sent through your laptop. Your torrent application handles all the communication and the writing of the downloaded files to a disk. Since the app runs on your laptop, it all has to go there first.
There is open-source firmware available for most consumer-grade routers that allows you to add extra functionality. Check out:
If your router supports usb you may be able to install a bit torrent client (transmission) directly on your router using optware combined with the modified firmware, but this is a pretty advanced operation.
Personally, even though my router supports it, I just have a desktop box that is on all the time and runs transmission. Then I use a transmission remote gui to manage the torrents from my laptop. I feel like running a bt client on your router is a bit beyond its intended capabilities and I'd rather have a stable internet connection.