Originally Posted by: cadiqueenHi, all - okay, I'm new here and joined because I'm stuck between learning the scales and using them to actually play music.[/quote]
Hey and welcome to the site. :)
[QUOTE=cadiqueen]I've watched "Pentatonic Jail" multiple times and understand the scale being used but I'm having a really hard time figuring out all the improv he's doing. How to get from scale to improv? Any comments/suggestions?

What is your skill level? How much theory do you already know? Do you have other specific goals in mind?

Regarding getting from pentatonic scale to improv, see these tutorials:

http://www.guitartricks.com/tutorial.php?input=296
http://www.guitartricks.com/tutorial.php?input=217
http://www.guitartricks.com/tutorial.php?input=232
http://www.guitartricks.com/tutorial.php?input=244

http://www.guitartricks.com/tutorial.php?input=483
http://www.guitartricks.com/tutorial.php?input=491

Also, reviewing our fundamentals courses might be a good idea. Especially GF2 has many lessons covering the basics of how scales and chords relate to one another.

http://www.guitartricks.com/course.php?input=1
http://www.guitartricks.com/course.php?input=2

Hope this helps. Let us know how it goes for you!