Does "interpretive" mean connecting something to something?

Often, yes.

An interpretive claim typically does more than state what happened. It assigns significance, meaning, relationship, cause, consequence, or explanation to what happened.

For example:

Slavery was abolished.

Descriptive.

Abolition increased labor mobility.

Causal/consequential.

Abolition contributed to the development of capitalist labor markets.

Broader interpretive/causal claim.

So my formulation is useful:

Interpretation often involves connecting facts in a way that gives them broader historical meaning or significance.