The laser is only used for aiming at exactly what you want to measure the temp of. The gun contains a photoelectric cell that measures the heat radiating from the nearest object within it's operating range. For example, you can stand 3 feet away from a light bulb and it will read the temp from the bulb, but as soon as you put your hand in front of it, the temp will change to you hands temp.
The laser, since it is such a low power laser doesn't emit enough heat at it's pinpoint to affect the surface temp of the item you are aiming it at, however, that is exactly what allows high power lasers to cut through steel. It's because of the concentrated heat.
Now depending on how long you hold the laser from your temp gun on an object, it will eventually affect the temp. You can take the temp gun and aim it a sensitive area of your body, such as the inside of your forearm, and hold the gun about 3-4 inches away. When you do this look at the temp the gun is reading and after a few seconds you can feel a slight rise in the temp where the laser is shining and watch on the gun as it registers the rise in temp.
Depending on the type of temp gun you have, it might have a separate battery for the laser. You can remove the battery and the gun will still measure the temps of what it is pointing at.