Connect the dots, also known as dot to dot or join the dots is a form of puzzle

Puzzle

A puzzle is a problem or enigma that tests the ingenuity of the solver. In a basic puzzle, one is intended to put together pieces in a logical way in order to come up with the desired solution...

 containing a sequence of numbered dots. When a line is drawn connecting the dots the outline of an object is revealed. The puzzles often contain simple line art

Line art

Line art is any image that consists of distinct straight and curved lines placed against a background, without gradations in shade or hue to represent two-dimensional or three-dimensional objects...

 to enhance the image created or to assist in rendering a complex section of the image. Connect the dots puzzles are generally created for children. The use of numbers can be replaced with letters or other symbols.

In adult discourse the phrase "connect the dots" can be used as a metaphor to illustrate an ability (or inability) to associate one idea with another, to find the "big picture", or salient feature, in a mass of data.

Reuven Feuerstein

Reuven Feuerstein

Reuven Feuerstein is an Israeli clinical, developmental, cognitive psychologist, renowned for his theory of intelligence which states “it is not ‘fixed’, but rather modifiable”. This idea in general is that intelligence can be modified through mediated interventions...

features the connection of dots as the first tool in his cognitive development program.