You need a video capture card/box unless your TV has the option to use wifi to stream it to your PC (which I don't reccomend).
You would connect the video capture card/box to an external port on the laptop/PCI lane if there is one available then on the box/card there will be audio and video connectors which you plug your Tv into.
The card/box may come with software which lets you record the TV's output to a file or directly stream it, if not you will need to look for some software which can do it. The software needs to be compatible with your capture card/box driver(s). As well as the computers sound and audio cards.
Unless you can screen capture to USB from within the TV firmware, you will not be able to use the TV to do this, other than by photographing the screen. As I understand it, you cannot capture over HDMI, because of digital rights management. If the picture source is an external device (satellite tuner, video recorder or BluRay/DVD player) you can set it for baseband output, and this can be captured with a PC capture card (built into some video cards), though you will have to pause the external device, not the TV, and the quality will be much lower than your TV display. – AFH – 2016-08-31T18:04:18.563
There is one other option: if there is an internet stream for the programme, there is plenty of software available which will capture it, or you can use screen capture if you pause it in the right place. – AFH – 2016-08-31T18:07:32.100