How firmware [like BIOS] gets added to hardware
The BIOS is stored in reprogrammable memory, since you can update it.
This means no lasers unfortunately.

Even if lasers are involved, they do not etch the program. They might etch some bits, for a serial number or configuration. Before the chip is molded into a plastic package. If a program is read only, it will be because of mask ROM during chip manufacturing.

Motherboards are tested, instead of a dreading long full functional test directly after soldering, they have simplified it to only check the connections. Since this is the most likely fault.

To do this JTAG was invented. Which basically means that over one 20-pin connector all the big chips on the board have their pins added to a large shift register to be able to control them, and thus testing interconnects between chips.
JTAG also offers programming functionalities, as common in microcontrollers.

I do not know the exact process of motherboard production, but there are several methods are available to get initial program loaded:


A bed-of-nails tester/programmer either by JTAG or directly on the chip pins.
Pre-programmed chips from the manufacturer or distributor. Machines do this.  
Pre-programmed or mask-rom bootloader. Via USB or UART for example.