Here is the location of downloaded puzzle packs:
C:\Users\Dave\AppData\Local\Packages\Microsoft.MicrosoftJigsaw_8wekyb3d8bbwe\LocalState\DownloadedPuzzles
Move the undesired puzzle pack folder to a safe place (you may want to replace it someday) so it no longer is located under "DownloadedPuzzles" and it will no longer appear in the beginning menu. I have not yet figured out how to remove the free packs you get when you first start.