How do the pieces go together

Hint 1 of 10:

Every section of the story has its own piece

Hint 2 of 10:

Not every section has a puzzle - some puzzles yield two pieces

Hint 3 of 10:

Many pieces have pictures that identify them

Hint 4 of 10:

The pieces string along the 'road' in the order of the story

Hint 5 of 10:

There are 26 number-letter combinations that are a great help