Make a duplicate of the shape (shown in green) (
Ctrl D) and align it on the bottom as shown.
NOTE:
I get asked from time to time why I make certain shapes different colors that don't relate to anything. I just do this to distinguish one shape from another or to make certain steps easier to see. That's all. Sorry if
this causes confusion.
Select both shapes and from the Arrange
pull down menu, select Combine Shapes > Subtract Shapes. This removes the top shape from the shape below and removes the trimming shape at the same time.
Make another duplicate shape and
align it on the left as shown.
Use Combine Shapes > Subtract Shapes
to remove the right side of the puzzle piece.
Because we used a duplicate of the shape to remove the female portion of the puzzle piece, we can add duplicate pieces to the puzzle and they will fit like the old
proverbial hand in glove.
Make a duplicate of the shape (shown in green) (
Ctrl D) and align it on the bottom as shown.
Select both shapes and from the Arrange
pull down menu, select Combine Shapes > Subtract Shapes. This removes the top shape from the shape below and removes the trimming shape at the same time.
Make another duplicate shape and
align it on the left as shown. 
Use Combine Shapes > Subtract Shapes
to remove the right side of the puzzle piece.