The first step is to find the ligand and click on it. The ligand is the small more colorful part. The first hint points to the ligand.
After selecting the ligand, click on "Design Ligand!" in the action bar. This opens the ligand design/small molecule design window. (You can also use the hotkey L (lowercase "l") to open the window.)
As the hints indicate, the next step is to select an oxygen atom, and change it to nitrogen. Oxygen atoms are red, and several of the hints point to the atom in question. Click on the red atom to select it. A blue halo shows it's selected.
The next step is to change the oxygen atom to a nitrogen atom. Just click on the round blue "N" in atom selection panel. If the atom selections are all grayed out, make sure you've selected the atom you want to replace.
The second challenge is to select a carbon and an oxygen, can change their single bond to a double bond. After you make the swap, the hints tell you to change the bonding between a carbon and an oxygen. The carbon is next to the new blue hydrogen, and has another red oxygen attached to it. In this case, the oxygen has a white cap, indicating a hydrogen atom. In the default view, carbon atoms have an orange color, which is also used for bonds between atoms. It may also be difficult to see the red oxygen atoms among all the orange carbon atoms.
Once you locate the two atoms in question, select them by clicking on them. Again, blue haloes appear to show the selection. If the haloes appear in the wrong spot, click on them to clear them, or use the "Clear atom selection" button under "Cleanup Structure".
Once the atoms are bonded correctly, a blue-and-white hydrogen bond should appear between the new nitrogen atom and the protein. Wiggle to finish the puzzle.