I'm a little beyond my comfort zone with these devices as I don't have either but I'll try and help.
In my home I have cable broadband. Connected to this is a wireless router. This gives my computers and music players IP addresses allowing them all to talk to each other and share the broadband. So when I start my MP3 player it connects to the router and then that connects it to the music server with the MP3 files on it. That's my small home network.
My understanding is that the Linkstation (etc.) acts as a hard drive that can be accessed over a Local Area Network. So in my set up I would tell the Linkstation how to get an IP address from the Wireless Router and all the other devices would be able to access files on it e.g. my music.
If I added a squeezebox or sonus player into the network it would be able to access music on the Linkstation because they all belong to the same network.
If you can plug a linkstation them into your laptop as a USB hard drive and copy the music from your laptop to the Linkstation then you don't need the network for that. Assuming that works, if the sonus or Squeezebox can access a USB hard drive directly and you want them both in the same room then you don't need the network for that either.
If you currently access the internet on your laptop by plugging in a modem/broadband connection directly then you probably don't have a local area network.
If I were considering the options you are I would probably want to set up a network so the Linkstation, laptop, music player could all talk to each other easily. Assuming you have broadband then a cheap combined ADSL modem and wireless router would allow everything to work together. It would also allow you to use your laptop in other rooms which is nice - I like being able to check my email in front of the TV.