The puzzle interface does prevent you from making illegal ko moves - for instance if I try to play A18 for black here I get this popup:
What this means is that black will have to play a threatening move elsewhere (called a “ko threat”), and white can choose to respond to the threat or capture B19 to live in the corner.
Problems involving ko can be confusing because you have to imagine that in a real game, there would likely be some ko threats elsewhere on the board. See here for an example of how a ko threat is used during a ko.
Hope that helps, please ask more if it’s still confusing! 