In order to create a puzzle, press "+" as shown on the screenshots, then create a new photo with your camera or select one from the album or via other services. You can add different filters to your puzzle and also give it a description.
Choose "Available to everyone" to share your puzzle with other puzzle players or choose "Friends only" to make it available to your friends only.
You can start playing your own puzzle at once. Your friends will also get the puzzle right after you create it. However, in order to become visible to other puzzle players, the photo should be chosen from among the best ones and needs to be approved first.