One thing you can do to help your players feel like they are involved in a bigger plot is to intertwine the overarching story with the session-adventures. In each adventure, leave clues to something bigger going on. Eventually, even if you meet infrequently, your players will start to realize there is something more. Don't make these clues subtle, either; make them glaringly obvious. Players tend to miss what the DM thinks is obvious so sometimes it feels like you're putting up a billboard, but sometimes that's what the players need.
Another good thing you can do to really help tie everything together and to the characters is to allow the characters to make decisions that effect the world in a major way. Maybe the players discover an old keep in a one-off adventure; you might want to let them move in and renovate the place. Let them do stuff during the downtime between adventures. Let time pass -- maybe a few weeks, a month, a year, even multiple years. At the next session, NPCs have started moving in or visiting the keep, referring to the PCs as their new lords.
Maybe the PCs discover an ancient artifact which has a major impact on the world; a sudden drought or seemingly permanent blizzard which affects future sessions by impacting the once-familiar environment in drastic ways without requiring the players to remember NPC names or towns or that one thing they did that one session three months ago that is suddenly now important.
These are just a few examples of ways you can change the world, but the point is that in order to make the players feel like their characters are part of the world is to let them shape the world.
Sometimes it is tempting as DM to write up some homebrew world you think is really cool and write adventures and create NPCs and get really attached to those things, and the players end up feeling background characters in a static setting. To get away from this you really need to immerse the PCs in the world, let them affect change in great ways. Let them liberate a country and destroy a tyrant (or enslave a country, become tyrants...), discover the ancient hidden burial site of the avatar of the god of Light and found a new church, whatever it is, let the players feel like they have changed the world in an impactful way. If the actions of the players don't change the world they won't feel like they are part of the world, so make sure their actions affect things in noticeable ways.
I see a campaign with many one-off adventures as being very fruitful and possibly much easier to manage with far fewer details to remember from session to session. I hope this answer has helped. Good luck!