In Nancy Drew: Midnight in Salem, Nancy can find a shredded note in the Parry’s house waste basket. Put the torn shreds together by left-mouse clicking to pick up each piece, and right-mouse click to rotate a piece. When two pieces are within close range of a correct placement, the pieces will snap together.
It helps to spread out all the pieces to see them, then rotate as needed. Note: the tears will not align perfectly, and you will see a little gap along all the edges, this is normal. Once you solve this jigsaw puzzle, you can ask Mei about it, then Teegan when you see her later.