It should look something like this:
Connect it to the drive first...then to the middle connector of the ribbon cable your hard drive is connected to. Make sure your desktop hard drive is jumpered to "master w/slave present/ Then hook up the 4 pin Mollex power cable.
When you reboot you should be able to see the laptop drive in Windows Explorer...
Then power down. Unhook the ribbon cable from your internal hard drive and connect the laptop to the end connection of the ribbon cable you just removed from your desktop hard drive.
Re-boot with the Win95 CD in and install the OS.
There may be some hiccups when you place it in the laptop as Win95 will install generic system drivers for the desktop devices...which won't be the same as the laptop but this is normal...
Just be ready with your laptop MBoard driver disks when you start the laptop for the first time...