how these artwork puzzles work?
They work just like any regular puzzle, and most of the time the hidden secret is a Bitcoin private key.
Or where to begin to learn how they are solved?
You solve them the same way you would solve any other puzzle - with logical reasoning and knowledge. Some puzzles may require knowledge about cryptography or how Bitcoin works.
how to create such artwork?
Since that puzzle isn't solved, no one aside from its creators can answer this question. We don't even know which details are a part of the puzzle and which aren't. Look for some solved puzzles for inspirations, but don't copy them, since they would be quickly solved. Creating puzzles requires just as much skill as solving them if not more.