I highly doubt that any program like that exists. Even a very advanced CAD package like SolidWorks doesn't really have an easy way to simulate the turning of a puzzle, even before the file type is converted to STL files. In SolidWorks, you have to either insert a Body Move/Copy feature for each turn you want to make, or insert all the pieces into an assembly, and change the mates each time you want to make a turn.
Really, the best way to see how a puzzle turns is to get it printed!
-Eitan