Hi,
I use 2011 and I can't confirm for other versions but as far as I know, it's the same.
SL is using a lot a connections, cursors and getting all columns from tables. To closer SL client is to the server, the better.
If the laptop is on the WiFi, over VPN with maybe a not so fast connection, it could be really painful for the user.
The best setup IMHO, is to have a remote app from an Application Server close to the SQL Server.
The remote app will work perfectly over basically anything.
I can connect with my phone on my mobile data and it's working perfectly, except for the screen size ;)
Hope this will help, have a nice day,
Alex.