> Is there a video that you posted that I can check out on the process?
There are lots of pretty good tutorials available directly from Unity. I'd start with videos from their 2D Game Creation series.
> My other issue is that i have looked into the project but i dont really understand where the levels are being loaded.
The levels are saved as Unity "prefabs", in the Puzzles folder. The puzzles are all referenced by the TangramsSupervisor, and then added and removed from the game scene based on user actions.