If my son has swallowed several plastic puzzle pieces then will i need to do anything to get it out?

Probably not: Kids often swallow foreign material of various textures and toxicity.If a simple puzzle piece or two made it down to the stomach & didn't hang up in the swallowing tube, they should make it out the other end in a few days.Feeding a kid stewed okra can encapsulate rough foreign objects and smooth their edges for transit.I wouldn't loose any sleep over this but might take precautions for later items.

Foreign Body : I'd tend to err on the side of caution and start by seeing your pediatrician for evaluation and advice. What will happen depends on your son's age, any previous history of swallowing other objects and what if any symptoms he is experiencing, related to swallowing the pieces. Are the pieces flat or 3-d?

Depends: On how big they are and whether they have sharp edges, and whether he becomes symptomatic with drooling or vomiting or pain. He should be evaluated in your local ER ASAP. He may need an urgent upper endoscopy to remove the pieces before they travel out of the stomach and either get stuck or injure the bowel.