The 'puzzle in it' is that the private keys associated to the outputs have been generated in a specific way (e.g. a specific formula).
If you look at the transaction more detailed, you'll see that the outputs are 'ordered'. Beginning with the smallest .. to the highest.
Until (including) address
17aPYR1m6pVAacXg1PTDDU7XafvK1dxvhi (0.056 BTC) the UTXO's have been claimed (puzzle solved) already.
But from address
15c9mPGLku1HuW9LRtBf4jcHVpBUt8txKz (containing 0.057 BTC) up to address
1FMcotmnqqE5M2x9DDX3VfPAPuBWArGisa (0.256 BTC) the outputs havn't been claimed yet.
If you find out how to generate the private keys (based on the earlier ones, it may be some kind of increasing difficulty / search space), you can claim those BTC. And that's the 'puzzle'.
