You need to print the same file 3 times to have the full puzzle. There is a toleranced version (0,2mm) in case of "over-extruding" printers. Untoleranced version seems fine to me tho...
Assembly is just as you can see in gif. Enjoy it!
You can also buy the original puzzle from their site;
Make a fine adjustment for the extrusion multiplier of your printer to achieve better results for fitting.
Find me on instagram @3dcave
Also check thingiverse.com/3dcave