First time welding - how to connect this steel sheet and tube better?
Because you're just piddling globs of molten welding rod on top of the steel.  That's not welding, that's metal deposition.  You need to read more on how to weld and get more practice, because the concept hasn't really (forgive the pun) penetrated. 

Also, it helps to grind or media blast the mill scale and other contaminants off the area you're welding.