Can I simply screw an i7 or i9 into my laptop, which is currently an i5 (8th Gen)?
Could go yes
Nope, it's soldered. Unless you have one with a desktop CPU, then it could work, provided there's a suitable BIOS
This is not possible with a normal Lappi, as the CPU is usually soldered. But there are some high-end manufacturers who screw desktop CPUs into their Lappis with the corresponding performance. You can then swap them like with desktops. But who has a 4,000 euro laptop at home? And even if I were an oil sheikh, I wouldn't buy one.
This does not work with most laptops. The processor is firmly soldered there. Even if it worked, that would be tricky. The power supply and cooling are not designed for such upgrades.
