The Welsh side drew 1-1 with Russian outfit Kuban Krasnodar at the Liberty Stadium last night, which means that they lead Valencia by one point at the top of Group A.
Laudrup and his team travel to Russia for the return fixture in two weeks' time, before finishing with St Gallen and Valencia at the Liberty Stadium.
"We still have some more work to do," the Dane told reporters. "We have three very difficult games left, and two of them are away.
"With Kuban it will be difficult with the long hours travelling and the time difference, and then we face a completely different Valencia side from the one we beat in the Mestalla. The last game is a tough trip to St Gallen when the weather might be bad.
"We know your home games are very important in this competition, we beat the best team in the group away from home which changed everything, but we still have a home game to come and to have seven points at this stage is very good."
St Gallen are third in Group A, four points behind Swansea, while Kuban are bottom with just one point from their three games.