From your laptop to your home router it's WiFi, so radio signals/electromagnetic waves. Those obviously travel through walls. From your home router to the access points of your provider, it's probably copper wires which carry signals as electric current, and from your providers network into the rest of the larger world it's optic fiber lines, transporting data as light pulses.

Your mileage may vary, as your laptop may be connected via (copper) cable to a router, or you may be lucky enough to have to have optic fibre lines directly into your house.

Your mobile internet connection (3/4/5G) also uses electromagnetic waves to reach the next cell tower, which is again connected via optic fibre lines to your providers network.