The teams meet at the last eight stage and the Dane admits 'it would be special' to contest the final at Wembley next February.
Laudrup said: "When you are a smaller club when do you ever get the chance to play for a trophy?
"Being in mid-table or avoiding relegation is great, but it is a special feeling to win a trophy and we can do it with a cup.
"I have been to Wembley as a player, and been to finals as a manager and it's special.
"Cups are so special, you can win, lose or draw in the league, but in the cup it is one or the other - you go on or you're out."
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