It's like a jigsaw puzzle, and a pretty easy one at that. Read to the end of this hint for a picture of the assembled cat if you're having trouble.
Pick up the pieces by left-clicking on them and rotate them by right-clicking. When you get any two pieces together, they'll lock and become a single piece you can move around.
The figure is a cat sitting down, with its hindquarters at the lower left and its head at the upper right.
I find it easiest to do the hindquarters first, since the cat has its tail wrapped around itself, and the tail is pretty easy to spot.
There are two versions of this puzzle, one for Amateurs and a more difficult one for Masters.
Where is the last piece of the puzzle?