Hi @nate_brown and welcome to the community. If you are running the on-premise version of MongoDB (which I think is what you saying “I am running MongoDB server…on my laptop”, you will need to install the BI Connector (on-prem) and connect with the ODBC option within Power BI Desktop.
Please let me know if this is the connector you tried (BI Connector). I suspect you are attempting to use the Atlas SQL Interface connector and our Atlas SQL custom/certified Power BI Connector. This is only for our cloud hosted db.