Puzzles unlock at level 6.
To complete Puzzles you'll need to find puzzle pieces by playing Hidden Object Scenes or by purchasing Puzzle Packs with Diamonds or Sparkle.
Sparkle can be earned by disenchanting extra puzzle pieces you have.
After you've finished finding all the pieces you can put the puzzle together. Tap on the red Play button to begin. When you start you'll be asked to select the rewards you'd like to try and win.