Odds are the problem is because the production server already has the data in cache and your workstation’s SQL Express doesn’t have the data loaded into the cache. If you run the same query a second time on the SQL Express instance does it run quickly then? If it does this is the problem.
The buffer cache is the space in memory which is allocated to the SQL Server which the SQL Server instance uses to hold data so that it can access it more quickly than if it needed to access it from the hard drive.
Another reason might be that your SQL Express instance doesn’t have much RAM allocated to it. Because it is on your workstation or laptop (I’m assuming that it is) you have other things running which aren’t on the server so there is less memory available for SQL Server.