Most audio inputs on the receiver require line level signals. Headphone jacks on laptops do not supply that signal level. You may have to direct the audio out on your laptop to supply a line level signal to the headphone jack if that is an option on the laptop.
Your speaker settings are probably in surround mode, so you’re not going to hear any audio in the rears/sides unless watching a movie that supports surround. Try changing the settings on your surround receiver to “All Channel Stereo” or “Multi Ch. Stereo” (if it supports it). You may need to toggle through the music or surround settings on the front of the receiver itself to get to it. It all depends on the age and brand of your AVR. If it’s newer, you might try using the mobile app to access the settings. Just remember to change it back to Dolby or DTS for watching movies. Hope that helps.
That looks like a standard 2 conductor appliance cable. You probably already have one lying around. The shape varies a little on some of them, with square and round, some are both round. Square one on one conductor would usually mean that one blade of the plug has a larger profile, as it is polarized.