Former Denmark international Laudrup took charge of the Swans during the summer after Brendan Rodgers, who had guided and kept the club in the Premier League, decided to move to Liverpool.
Despite admitting that it took time to get used to a new style, Williams feels that recent results shows that the team is now moving in the right direction.
"Things are shaping up nicely for us," said Williams. "And as the season goes on we're understanding our roles a lot more and you can see the team really gelling.
"Obviously [with] a new manager everything changes so it takes a while. But anyone watching our games now can see we're not as unsure as we were at the start of the season."
The Swans are currently 10th in the Premier League table.