Copying files from a network location without a trace
Solution 1:
(Answering for Windows Server OS; if anyone knows about other OSes feel free to edit)
If your company has explicitly installed software that monitors server file reads, the first step (copying to your work laptop) will be detected, subsequent actions on your laptop won't.
There is no way you can circumvent this.
If they have not installed any monitoring software, they won't know.