To sign puzzle, form each of your two hands in the shape of the ASL letter 'U' (that is, out of a fist, you stick up your index and middle fingers together). Then make the tips of both 'U' hands touch, one on top of the other, then vice versa, as you move both hands in an invisible chain from left to right, as if you are linking the chain.
We teach our baby the puzzle sign when we take out the actual puzzle board for them to explore and learn with.
We can introduce babies to simple puzzles as early as one year of age. This sign is best assimilated contextually.