If you're talking about bay laurel then preferred time is summer. Aucuba and Prunus lusitanica are also often referred to as laurels but they too are best taken in summmer.

However if you have a light soil you could try taking some 6 inch cuttings now in a sheltered spot outdoors or put them in a coldframe in a mix of 25% horticultural sand/75% potting compost. There is a fair chance these will root.