Learn English – What does “join the dots” mean

To get even this far, readers have to make great efforts to join the
dots.

I encountered this sentence in The Economist. I have looked up the dictionary but still cannot understand the meaning of "join the dots". Could you please help me with that?

The whole paragraph is

The author seems to be suggesting that tacit mass collusion in
history’s greatest crime turned Germans, through fear of their own
looming retaliatory victimisation, into fanatics. But this grand
hypothesis emerges only in fragmented form from these individual
accounts. To get even this far, readers have to make great efforts to
join the dots. Many will be left yearning for more help from the
author.

^{Source: Fate and furies: How Germans perceived the second world war, The Economist}.