How to livestream/webcam with a Nikon d5000?

I connected my Nikon to my computer with the USB device and turned it on but it won't show up on my computer screen itself. I want to be able to film and see what I'm filming on my laptop.

You can't.

In the first place you can't "film" with this camera because it's digital. You can record video with it though.
Unless you have tethering software you can't. Do you have tethering software? Have you installed your Nikon software? Have checked the help section of that software under the word "tether"?
If the software is there you may be able to… If not - no go.

Most streaming video cameras use CCD sensors because they do not heat up during use.
Do you have tethering software? Does your user manual tell you how to tether your camera?
I guess you can try following the instructions in your manual and see for your self.

It's pretty easy, just use sparkocam.

How did you record using sparkocam using nikon D5000