This is an interesting room. The entire room is blank except for a small chest in the bottom center full of jigsaw puzzle pieces. The idea here is that you cannot proceed until you have pieced together the room from the jigsaw puzzle pieces in the chest. Puzzle pieces are all oriented in the correct direction and will snap into place when they are placed close enough to the correct position. If you don't want to deal with a certain piece or the area is getting too cluttered, clicking on the chest while holding a piece will replace it back in the chest. Clicking on the chest without a piece will pull one out. Pieces on the edge will have a straight part, though there is no other way to distinguish center pieces other than by their images. The number and size of pieces will vary depending on difficulty level, but the image will be the same as the picture shown below.
When the jigsaw puzzle is complete, click on the door in the back of the room to proceed into the dungeon.