Welcome to the forum!
First, there is a bug with using Inkscape on a Mac, in which pasting causes whatever was copied to be changed to a raster image. So you'll need to use Duplicate instead of Copy/Paste. Here is a bunch of info which you might find useful about using Inkscape on a Mac.
https://inkscape.org/learn/faq/#mac-os-x-specific-issuesFor your file, everything is one large group. So all you need to do is Object menu > Ungroup (or this button on the command bar
, or there's a key shortcut, which I don't know, but can be found in Help menu > Key and Mouse Ref.) For future reference, you can use the status bar to know what's selected. Whenever the Selection tool is enabled, whatever is selected is identified in the status bar.
Note that the puzzle is not created as a single path, or each piece as a single path (for some reason). So depending on your goals, you may need to address that, at some point.
Also note that there are TONS and TONS of nodes for many of the paths. It probably would be prudent to use Path menu > Simplify for them. Unfortunately, selecting everything and running Simplify usually doesn't work very well. Because if there happens to be a 2-node path in the selection, it throws off calculations, apparently. So you need to make sure you only have paths selected which have too many nodes.
Normally you only click Simplify once per path, and you probably won't notice any distortion of the path. If you click it twice or more, you will certainly notice that the path is significantly changed.
Also note that there appears to be 2 copies of the puzzle pieces (on top of each other). That's why they seem to be thicker lines. The copy on top, in some places, is broken up into tiny, tiny sections. In other places, larger sections. The bottom copy, at least for what I've seen so far, does not seem to be segmented as much. But it has equally, if not more number of nodes. Also, the top and bottom copies are not segmented in the same places.