I am sure you know this, but for future readers, I should note that if you save only the JPEG, you lose nearly all capability to reprocess later. This is equivalent (in the film days) of keeping the print, but throwing away the negative.

Recall that Lightroom does not 'import' your photos, it imports that data from your images. So its not actually copying your photos to the Lightroom database.

Lightroom does helpfully offer to copy your images to where ever you wish, because that is standard practice, as RAW images are not images, but 'digital negatives' needing processing. Most photographers wish to keep RAW, as they can continue to re-edit in the future, and typically updates to the RAW processor in Lightroom bring significant future benefits, such as improved noise reduction.

OK now that I have argued that what you want to do is not the best practice, on to how to do it:

In this case, what you need to do is add your camera or card to the list of Folders that Lightroom knows of that contain images. Normally, this is your list of Folders that Lightroom copies images to during import, however, it does not have to be.

So, do the following:

1. Be sure your camera or card is connected first. Then, in the Library Module, in right-hand pane, click on the '+' next to 'Folders'.
2. Choose "Add Folder", then choose the folder (camera or card). Click "Select Folder". (be sure to choose the folder with images, not the non-photo containing parent folder)
3. This will bring up the Import Dialog. At the top of the window, there are four options: Copy as DNG, Copy, Move, Add. Choose Add.
4. This will import your image data without moving the image off the card.

If you also wish to convert to JPEG, simply create a Develop setting that does your edits of choice. I do not know if you can also export at the same time, but if not its a simple click of exporting after importing.

A few downsides:

1. If you delete your RAW files from the card after import, they will show as missing in LR, because LR is looking for that folder as a repository of original images. You will have to ignore the '?'.
2. If you remove your card after import, the Folder will show as missing, you will not be able to edit your images (RAW) unless you put the card, with RAW images, back into the laptop. This means that if you delete the RAW, you can no longer edit those RAW. You can edit the JPEG once you import them.
3. You will need to import the JPEGs you created, causing a separate import action...in other words, you need two import actions to achieve what you want: import without moving or saving RAW, and then import again to add the JPEG to the catalog. Exporting does not provide an option to import as its is exporting.