You can even just take the HDD out, chuck it in a USB caddy and copy all the files off... unfortunately without drive encryption it is that easy.
In terms of the laptop, there isn't really anything you can do.
Unfortunately there are also (nefarious) tools which reset your admin password and allow someone to log in as you. Because of that, if you have ever ticked "remember me" or similar on any websites, whoever has the laptop could after doing that simply go to those sites and be logged in as you. I'm thinking things like Steam, Ebay, Amazon, PayPal, etc. You should reset passwords on any of those services ASAP, along with any other services which have credit card details or personal information stored on them.
In terms of getting your data back, unless you backed it up or used cloud storage (like Dropbox or OneDrive), there's nothing you can do unfortunately.