I think that one of the strongest ways to make a connection between a text and its theme is to find evidence in the text to support it. For example, if a paper is focused on explicating a specific theme, where in the text is this demonstrated? How does the specific characterization support it or where is this evident in the construction and development of the plot of the work? I think that being able to find direct examples of the theme being supported in the text is vitally important. It is also critical in establishing the theme's veracity in the text. Another way of making a connection between a text and its theme is analyzing the author and their sensibilities. Perhaps, there is something in the author's background and context that enables them to insert this specific theme in the work. This will require some level of analysis about the author in terms of their work, but I think that that this is another way to make a connection between the text and a specific theme. In the end, you will be trying to convince your reader of how this specific theme is relevant to this specific work and the more support featured, the stronger the case is made.