How are the events, the plot, the setting and the characters linked together in "Thank You, M'am" by Langston Hughes?

One thing that links the events, plot, setting, and characters together is the life story of Mrs. Luella Bates Washington Jones. Events that Roger experiences now are similar to events Mrs. Jones experienced earlier in her life: they both experienced events sprung from limited life situations that led them to do things they should not have done. The plot—a boy does wrong and gets a second chance at living rightly—reflects what Mrs. Jones says of her own life: "I were young once and I wanted things I could not get." The setting is initially on the street, but is primarily in Mrs. Jones's home, which, as Roger sees, is a reflection of her life, a life in which needs are simply met, but modest gifts are given nonetheless. The characters are linked by the "contact" Roger makes with Mrs. Jones's life:

"But you put yourself in contact with me," said the woman. "If you think that that contact is not going to last awhile, you got another thought coming. When I get through with you, sir, you are going to remember Mrs. Luella Bates Washington Jones."

The characters are also linked by the common life experience of making a bad start and needing to be given help at living a "presentable" life.

"I have done things, too, which I would not tell you, son—neither tell God, if he didn’t already know. So you set down while I fix us something to eat. You might run that comb through your hair so you will look presentable."

Beyond the links of "contact" and past experience, Mrs. Jones creates another link between herself and the boy by giving him forgiveness and understanding; by giving him a lesson in knowing "right from wrong"; by showing him the true spirit of generosity and compassion: "take this ten dollars and buy yourself some blue suede shoes." Through her actions and reflections of her own life, Mrs. Jones and Roger become linked for a lifetime, though neither can manage their emotion enough to say so:

"Good-night! Behave yourself, boy!" she said, looking out into the street.
The boy wanted to say something else other than "Thank you, m’am" to Mrs. Luella Bates Washington Jones, but he couldn’t do so as he turned at the barren stoop and looked back at the large woman in the door.