Laudrup's Swans go to Wembley after their semifinal triumph over Chelsea.
"They have beaten three Premier League teams, it is marvellous. If I had a hat on I would take it off."
Laudrup added: "We are there in the final and I think everyone - players, the club, fans - need a few days to understand what we have done. We have a month to take it in. To enjoy it. Not often in football you can stop and enjoy it and we can enjoy this next month."