All the instructions are on my instructables : http://www.instructables.com/id/The-World-Puzzle-How-to-learn-your-countries-the/
Many types of materials can be used : wood, cardboard, polypropylene, metal... But I used colored acrylic 0.172 inch thick. The size of the board was 2 x 3 feet (24 x 36 inches), but could be bigger since you can easily scale or edit the .EPS file.
Don't forget to remove the protection layer before doing anything with it.
First, you will need to clip (or tape) the board in your laser cutter. (I used an Epilog Legend 36 EXT)
If you don't know your settings perfectly, I suggest you make some tests before sending the real thing to cut.
You will engrave first and then cut. The opposite would result in poor word definition. On the EPS file, everything in black is to engrave and everything in red is to cut using the 'hairline' thickness. When everything is etched and cut, don't TOUCH ANYTHING
You will now need to move the puzzle pieces onto cardboard. If you do it straight, some small pieces will fall inside the laser cutter, so I suggest this :
Use some wide masking tape to cover all countries. Once that's done, quickly put the cardboard underneath.
Put in a safe place, far from dogs and babies.