Watch the Using a Single Blues Scale online guitar lesson by Fareed Haque from Soul Jazz Survival Guide

The thing to realize here - and I think the playing example makes it relatively clear - is that all of these jazzy sounding lines are built from adding a few chromatic and minor scale notes to the major pentatonic scale. As you listen to this, and study it, go back to the listening examples and check 'em out again, listening for the pentatonic bits. You'll find as you listen, play, and eventually transcribe these lines, that some of the jazziest sounding licks are in reality embellishments of pretty basic major pentatonic lines.