Abstract: The standard model of cosmology, despite its success in explaining most current observations, consists of several mysterious components, such as dark matter, dark energy, and inflation. Current and upcoming multiwavelength sky mappers, gravitational wave observations, and particle experiments will provide an unprecedented collection of complementary datasets, which have brought, and will continue to bring us novel and exciting discoveries. One of the main challenges in the next decade is to translate these discoveries into solid understandings of the fundamental physics of the universe, especially its dark components. We hence need to carefully connect the “dots” between theories and observations. In this talk, I will demonstrate the pivotal roles of numerical simulations, empirical models, and statistical analyses in the said connection. I will illustrate how theoretical uncertainties impact the interpretation of observations and how we mitigate those impacts, with specific case studies including direct detection experiments, gravitational lensing, and dwarf galaxy surveys (as dark matter probes). Finally, taking the LSST Dark Energy Science Collaboration as an example, I will discuss how we work together as a community to be prepared to answer fundamental questions about the dark universe with upcoming datasets.