It's been a while since I saw it.
Refresh my mind about how Jeffrey ended up sneaking into Dorothy' apartment. Laura Dern's character mentioned something to him. But what was it? How was that apartmnet related to the severed ear he had found?
Possible spoilers present.....
If I recall it goes something like this...Jeffery finds a severed ear, which he turns over to Detective Williams at the police station. He later visits Detective Williams at his home, I believe at Detective Williams request, as the detective tells Jeffery not to talk to anyone about the ear as it is part of an on-going case and he'll fill Jeffery in once the case is resolved. After leaving Detective Williams house, Sandy (Dern), the detective's daughter, catches up with Jeffery and they begin walking and talking.
Sandy relates that she hears things because her room is over her father's home office, and she speaks about a woman called Dorthy who name has come up recently and who lives in a nearby apartment building. Sandy also relates that Dorthy has been the subject of police surveillance, according to the information she gleaned through the floor.
Anyway, Jeffery's now got the bug in his ear (so to speak) and decides to investigate on his own. He enters Dorthy's apartment under the guise of a exterminator (with costume and props taken from his father's hardware store), his intent being to unlock a window to later allow him access to the apartment to perform his own surveillance, but instead finds a set of key to which he uses to let himself in later and hide in the closet.
So, to answer your questions, Sandy informed Jeffery about Dorthy, which led Jeffery to sneak into Dorthy's apartment. The ear is related to the apartment in that the ear belonged to Dorthy's husband, who, along with their son, was taken by Frank and his crew, the same folks who presumably removed Dorthy's husbands ear.