The answer differs according to age.
A small child might enjoy a simple puzzle, with just a few pieces that set into a board. These can augment teaching, since the pieces might be different colors, or represent different items such as shirt, shoes, and so or, or different vegetables. When the child works with such a puzzle a parent might ask for a certain color, or the parent might describe the piece with a word. This builds vocabulary. And, these simple puzzles can be completed by placing the pieces in any order since each has its own space. There is no need to build to a point of being able to place a certain piece.
Later, a larger puzzle helps with recognizing how pieces fit together by examining both the image on the piece and the shape of the piece.
If a child is building the puzzle it might have favorite characters featured. Keeping interest up is important.
Another advantage of building puzzles is the activity can be completed by more than one person. Working together, asking for a certain color piece, and so or is important in developing teamwork. I admit we had working as a group easier since I had six siblings, so we could set a partially completed puzzle aside and resume later.