Which jigsaw pieces fit to make a create a square?

Observe that the least number of little squares in the final figure would be $4+5+6+7=22$ and the most number of little squares equals $5+6+7+8=26$. Since the final figure is a square, it obviously has $25$ little squares. This means the second figure isn't used.

As all others have pointed out, you can just count the number of boxes to figure out that the square will have to be a 5x5 square and that B is the piece that will not be used. But if you are still interested in how that square is made:

Put D to the left of C to form the base of the square. Rotate E 180 degrees and put on top of this. The A piece will now fit the remaining space.

The figures have $4, 5, 6, 7, 8$ squares respectively. See which of the four numbers added together gives a perfect square number.