How to convert .las file to .fbx using FME Desktop?

First you will need a Reader to read your LAS (ASPRS LiDAR Data Exchange Format) data. You may wish to have a look at this example (with sample data) Point Cloud to 3D Terrain Model with Buildings to familiarize yourself with reading LAS data.

At the end of your workflow you can put a Writer to write out to Autodesk FBX format.

And in between you will need a couple of transformers, because the LAS data is a point cloud, whereas the FBX writer requires surface features. You can have look at the PointCloudSurfaceBuilder transformer to generate surfaces from your point clouds before writing to FBX.