This question already carries an answer within it: The connection between our inner self (soul) and the world has already been formed through the external part which is 'our body'. What we need to do is realize this connection effectively.
Our body acts like a bridge that has been given to us for connecting ourselves with our external world. This is not any saying in some holy book or religious scripture but a tried and tested truth. Some people know this since very early and keep their actions or Karma pure enough to avoid any obstacle from the connection between their soul and the external world, while others realize this later. (Also read, http://answers.mindstick.com/qa/37115/what-is-karma-can-it-be-purified-by-meditation)
Both our soul and the material world are two entities of this cosmos. We get born here, live and interact here and after death submerge into the same universe. During the whole life, we witness the experience of the materialistic world. What we don't experience is the realization of self, i.e. our soul.
So if I tell in simple terms, there is a way to connect both the entities together. Through various types of meditation, yoga and self-realization we may be able to achieve it.
Meditation purifies the path of our karma and helps us realize our goal in life. Also, it is one of the ways of being in a deep state of consciousness and feeling the core of our being.
Yoga does the same and in addition to that, some of the yoga forms involve working out in different postures and positions. Yoga is known to be a more active state of realizing our potential.
Self-realization include engaging in meaningful events of internal psychology, developing our personality by reading valuable things, having conversation with experts on behavioral psychology and also through understanding science behind things.
Like, I've already mentioned before that our soul is one of the energy of the cosmos therefore, we need to realize the cosmic energy present within ourselves so that we may be connected to our core-being and also do our activities, as required, in this world.
Please note that creating a connection between yourself and the external world does not mean you have to give up on the world and turn into a sage. It only means that you could realize your full potential and stay connected to the very origin of your creation.
