It depends on the puzzle!
If it is some riddle you solved and got a private key, then all you have to do is to import that key into any wallet software that has that option or use their sweep option (which all the good ones do). Something like Electrum. And then send those coins to your own wallet.
If you are stuck not knowing what I just said means, you are asking the wrong question. You should be asking "how to use bitcoin" which starts by choosing a wallet
https://bitcoin.org/en/choose-your-wallet and learning how to use that.
There are other scenarios depending on the puzzle.
Like if the puzzle was a riddle that led you to a script (not a private key) for a P2(W)SH. If that redeem script were "anyone-can-spend" type, then revealing it means anybody else would be able to steal it which would make things difficult since this is a special case and a miner has to include it manually in the next block they mine. So the miner has to be contacted directly and trusted (because "anyone" can spend).
But if it were something else like the famous key range puzzle thing and you think revealing the public key would help others brute force it quicker then again contacting a miner would work but also setting a high enough fee to prioritize the tx and get it mined quickly could be enough since it still takes time to brute force such puzzles even with knowing the pubkey.
