These actions are all available from the ‘Game’ menu and via keyboard shortcuts, in addition to any game-specific actions.
(On Mac OS X, to conform with local user interface standards, these actions are situated on the ‘File’ and ‘Edit’ menus instead.)
The Load and Save operations preserve your entire game history (so you can save, reload, and still Undo and Redo things you had done before saving).
Some games (such as Solo) are capable of solving a game ID you have typed in from elsewhere. Other games (such as Rectangles) cannot solve a game ID they didn't invent themself, but when they did invent the game ID they know what the solution is already. Still other games (Pattern) can solve some external game IDs, but only if they aren't too difficult.
The ‘Solve’ command adds the solved state to the end of the undo chain for the puzzle. In other words, if you want to go back to solving it yourself after seeing the answer, you can just press Undo.