Once you solve the puzzle, your progress will be saved on your computer. It means that once you come back, you can start the puzzles from where you left it.
Check out Pic-a-Pix Puzzle Tutorial from Conceptis Puzzle in case you can new to this puzzle.
Checkout Color Pic-a-Pix Vol 2 which will produce beautiful colored picture once you solve the puzzle completely.
Also don't forget to solve weekly Pic-a-Pix Puzzle.