tl;dr: Chess problems must meet defined quality standards. Chess puzzles need not. (Disclosure: I am a chess problemist.)
Chess problems are all subject to rigorous conventions that are not that widely known, even among experienced chess players. Off the top of my head, the most important are:
- There must be a unique solution. For example, in a mate in 4 (white to move, by convention), in the intended variation, white will only have one correct move against black's replies at every step.
- Every piece is necessary. (Not in the Codex, but a basic principle nevertheless.) On the board, every single piece and pawn has a role to play to make the solution unique. Pieces whose only role is to "confuse the solver" or "make it look realistic" are not accepted.
Of course there are further aesthetic conventions; I won't bore you with the details here. (Note to other problemists: I also simplified by saying "unique solution" since it's clearer than explaining twinning and "h#2 3.1.1.1" here.)
The result is that composing good chess problems is hard. A good mate-in-two, proof game, or endgame study is really hard to get working just right, so problemists tend to get a little miffed when their creations are referred to as "puzzles".
Chess puzzles, as a catch-all, are:
- Everything else that is not a chess problem.
Chess tactics puzzles, like the lichess timed tactics, fall into this category. Nowadays these tend to be automatically generated or pulled from real games - relatively lower-effort (on the human side) than composing a problem. Problemists may sometimes also self-deprecatingly refer to their problems as "puzzles".
"Joke puzzles" may be those that involve giving an upside-down board or an en passant capture without justification (don't confuse those with "joke problems" that do the same things but follow the internationally accepted problem conventions for such - much harder to do, and infinitely more satisfying!)
A somewhat grey area are problems/puzzles of a more mathematical bent. "Place all 32 standard pieces on the board such that none are attacking each other," would be an example of a construction task that could be called a problem or a puzzle. "Find the unique game ending with 3...Qd4#" is sometimes called a synthetic game. These have been referred to as both problems and puzzles.
EDIT to address the show referenced: When Beth Harmon says "problems", she means problems as I have explained above. Not chess tactics, not the lichess puzzles, but composed problems. "Problems" is a precise term, used correctly in the show.
There is an impression among chessplayers that composed problems can be useless for improvement, as the positions may be unrealistic. To some extent this is true; complex directmates aim to show particular themes, and no problem aims to be "realistic" with respect to played games. Helpmates, reflexmates and other stipulations are also at odds with the goal of "standard" chess games.
However, doing such problems can improve your board vision (it would have to, as regular pattern recognition might not apply because the positions aren't "realistic") and your creativity (seeing the coordination of different pieces in ways that you might not have come across before).