How does Jesse connect the dots in S05E11?

This is because Jesse is a lot smarter than the viewers give him credit for.

Initially, Jesse only helped Walt because of Walt's speech about Gus poisoning Brock with the ricin in order to manipulate him into not only giving permission to kill Walt, but to do it himself.

Jesse, realizing these pieces fit believes him and helps Walt get the information he needs to finish Gus off. However at the end of Face Off it is revealed that Brock was actually poisoned by a flower called Lily of the Valley, later revealed to be in Walt's backyard, thus implicating Walt in the poisoning.

It has yet to be revealed how exactly Brock was poisoned, but nevertheless the facts remain that Walt orchestrated the ricin cigarette to be lifted from Jesse in order to help prove this idea, along with planting the fake in the Roomba to convince him that he had nothing to do with the poisoning in the first place.

Skip ahead to Confessions Jesse pieces together that Huell must have lifted the ricin cigarette from him just like his weed this time. From here he connects that Saul must have had something to do with the poisoning considering this is his perceived second time having something lifted by Huell.

He then goes to Saul's office, literally beats the truth out of him that it was all orchestrated by Walt. This sends Jesse into a fit of rage, ready to burn down the White residence at the end of the episode.

The whole connection goes back to Jesse realizing that the only person that wanted Gus dead at that point, was Walt. There is only one person he knew of that was that vindictive and manipulative enough to accomplish this task and instead of just asking for Jesse's help in eliminating him, he went to the trouble of not only poisoning a child, something very against Jesse's ideals, but a child that Jesse was close to to begin with.

While Walt may not be the one directly responsible for Brock's poisoning, Jesse believes that no one else could have orchestrated such an act whether or not it was actually Kuby, or Huell, or Saul, or a random meth head that did it, it all points back to Walt's planning and idea.

• Walt wants to kill Gus because he knows Gus wants him dead. He talks Jesse into doing it.
• Walt gives Jesse the cigarette with the ricin to kill Gus but it doesn't happen as Jesse is becoming loyal to Gus and Mike.
• Walt is cornered now and decides to turn Jesse against Gus by making Jesse believe that Gus has poisoned Brock. [off camera]
• He tells Saul to remove the ricin in Jesse's cigarette pack [off camera]
• Saul's bodyguard Huell removes the ricin by patting Jesse down.
• At the same time Walt poisons Brock somehow with Lily of the Valley knowing it will make him sick but won't kill him. [off camera]
• Jesse finds out Brock is very ill and when he sees the ricin missing he's convinced that Walt is responsible. Jesse thinks that Walt used Saul's bodyguard Huell to remove the ricin so that he could use it to poison Brock. Jesse thinks Walt did that to get back at him for helping Gus.
• Walt convinces Jesse that Gus is responsible: he says that Gus had probably figured out about their ricin plan through all the cameras in the lab, and Tyrus probably took the ricin. Walt says Gus poisoned Brock so that Jesse would blame Walt. He also tells Jesse that Gus has used kids before.
• Jesse believes Walt and helps him get the information he needs to finish Gus. Walt's plan has worked.
• Walt kills Gus using Tio. Jesse finds out that Brock wasn't poisoned by ricin and he freaks out because he thinks he has lost the ricin somewhere and he also realizes that Gus didn't poison Brock.
• Walt convinces Jesse that Gus deserved to die anyway and that he probably lost the ricin somewhere.
• Walt hides the ricin that Saul had given him back previously.
• Walt puts a fake vial of ricin into Jesse's Roomba and then helps Jesse searching around the house until they find it.
• Later in the series Huell pickpockets Jesse again this time to replace some weed Jesse had with a pack of cigarettes.
• Jesse finds out and at this point he realizes that it was indeed Huell who took the ricin that first time. Although he probably doesn't understands the whole plot that Walt has orchestrated he knows he was manipulated big time and he's very angry.
• Jesse goes to Saul and tells him at gun point that Walt used Saul to poison Brock. Saul confesses.

Not really. Jesse probably thought he was just being paranoid when he first thought that Huell pickpocketed him for the ricin, especially after he ended up believing Walt that Gus was the one behind the posioning and then, subsequently, finding out that it was the Lily of the Valley berries that actually poisoned Brock.

But, when Huell ACTUALLY pickpocketed him of his weed, he realized that he might not have just been being paranoid afterall.