Let me know how you get on. I think the jigsaw part might be ok, but the Adventure part (the videos once you enter your construction) may be Quicktime. I recall having an issue with it even with a contemporary computer.
The best way to play the Puzz-3D games is inside VirtualPC (or VMware) with either a fresh install of Windows 95/98 or at least with one that's never had any version of QuickTime installed that was newer than what the game uses. If I remember right, the last one (Lamplight Manor) worked with QT4 even though it shipped with QT5. I think they all work with QT4 though the 1st one (Notre Dame Cathedral) may have shipped with QT3.