What exactly is the problem you're having?

I have all my tracks in my desktop with all the info including "My Tags"

I export my playlists into a usb and then play them on my laptop rekordbox.
In the export process none of "My Tags" information are copied onto the usb memory.
I tried the Sync button on Export Mode and by dragging the tracks in Performance Mode.

I think I understand the issue -- the MyTag data on the USB drive is intended for a player, not another rekordbox computer. That computer would only display and support the MyTag information within the main library, not an export device. You'd have to sync it to the laptop for the MyTag data to be the same.

Not sure if i understood.
What do i have to sync with the laptop?

In fewer words, the tags on the export device can't be read by the laptop as it's not the origin library for that drive.

If you're wanting to sync, either use the Creative plan to cloud-sync the two computers, or use a backup/restore of the library from the desktop > laptop.