As many other people said, game is broken: you can only play the 5x5 tutorial level and two 5x5 curated levels, nothing else works at this time, so expect tons of negative reviews with only 5 minutes of play time. If the devs fix it, I will change or erase this review, but, for now, it is a game to be reported to Steam -- I already did, clicked on that flag down below and selected "Broken - Does not download, launch, or run correctly, even on a machine that meets the minimum system requirements.". A pity, this could be fun for a lazy afternoon.

Edit: ok, I used a Hex Editor to change my save file (in $AppData$\LocalLow\Spilt Milk\Picture Everything_ Puzzle Cross Galaxy\SaveGame.dat, changed 0A 09 06 00 00 00 02 to 0A 09 06 00 00 00 03) and that allowed me to skip the bugged puzzle. But dev should fix this anyway before I erase this review.

Edit 2: a second bugged puzzle made me change again from 0A 09 06 00 00 00 07 to 0A 09 06 00 00 00 08 later on.