I imported 2D file to SketchUp but can't select the puzzle shape only so I can use the Push/Pull tool for this specific shape. How to do it?
It's unfortunately very unclear in your question as initially written: the "2D" element you've imported - was this an image file, used as a texture, or a vector format such as DWG, DXF, EPS, used to create actual geometry?
In other words, the bounding box we see in your screenshot looks like you've a rectangle with an image with transparency on it - in which case you will need to trace with lines to get a puzzle-piece shaped face you can extrude... or if the data you brought in was in a vector format, you'll need to double-click to open the group or component, select one puzzle-piece face, and then extrude.
Edit per comments:
DWG imported to sketchup comes in as a group: you will need to double click to edit or delete sub-elements of that group - individual line segments in this case. Once you've double-clicked and are in 'isolation mode' with the group elements visible and everything else either grey or invisible, select all your edges and try "make face" and see if that gets you what you need: if not, you will probably need to redraw some line segments to get SketchUp to reparse those edges to see if it can declare a face between them. Also, zoom in very closely to where edges meet, and be sure there are clean intersections: AutoCad is actually quite inaccurate, and so you may not have clean intersections for SketchUp to work with - you may redraw those which don't correctly intersect, either in ACad or SketchUp.
Hope this helps.