Very few laptops have a video input port, in fact I don't know of any that have. The graphics ports on a laptop (eg VGA, HDMI or DVI) are for output only.
So even if your DVD player did have HDMI-out, you still can't play it through your laptop.
Doesn't your laptop have a built-in DVD drive?
If it doesn't, you can buy an external one that plugs in to a USB port.