A few tips for enjoying your puzzle from www.Airplane-Jigsaw-Puzzles.com:
Unzip the file to some convenient place on your computer (like the Desktop).
Double-click on the puzzle icon to start the program.
When the program loads, you'll see a miniature of the puzzle picture. Double-click on the picture to set up the puzzle.
You now see all of the pieces of the puzzle. Your task is to fit them together so that they form the picture. You can move a piece by dragging it with the mouse, or you can click on it to pick it up, and then click again to set it down when you've moved it to where you want it. The pieces are already oriented correctly (so you don't have to turn them).
When you put a piece in the right place, it will attach itself to the puzzle and you'll briefly see a couple of white stars. After that, you won't be able to move that piece without moving the entire puzzle. (So if you're not sure if you got the piece in the right place, try to move it. If you can move it without moving the puzzle, it wasn't in the right place.)
What I usually do at this point is to sort the pieces into two piles, with the edges (those pieces with a flat side) in one pile and everything else in the other pile. Move the "everything else" pile out of the way, and assemble the edge pieces. When I've finished getting the edges in place, then I sort the remaining pieces into "sky", "aircraft", and "background" ("background" being everything that isn't train or sky). Put the sky pieces in place, and any pieces that you can't find a place for can be dumped into the "background" pile. Then do the "aircraft" pile the same way. Finally, do the "background".
You can click on the "Ghost" button on the toolbar to see a full-size picture of the completed puzzle in the background.
You can click on the "Image" button on the toolbar to see the picture of the completed puzzle in a separate window. This window can be resized (by dragging an edge or corner) and moved around in normal Windows fashion. Enlarging this window enlarges the picture. Also, if you have the "Image" window open, you can magnify a part of the picture by using the left mouse button to draw a rectangle around the part you want to enlarge. This will open another window, showing just that part, and this new window can also be resized by dragging the corner or edges, to further magnify the image.