Recent Past

Passé récent

What just happened? You can explain what happened in the recent past
with the construction venir de + infinitive, the French equivalent of "to
have just done."
To use le passé récent, conjugate venir in the present tense according to
the subject, then follow it with the preposition  de and the infinitive of the
action verb.
  Remember that de must contract when it’s followed by a verb starting
with a vowel or mute h.

Par exemple…

Je viens de terminer ce   I just finished this puzzle.

puzzle.

Martin vient de se réveiller.   Martin just woke up.

Nous venons d’arriver.   We just arrived.

Venir de can also be used in the imperfect to say "had just done"

something, when something else happened.
Par exemple…

Je venais de terminer ce puzzle   I’d just finished this puzzle

quand…. when….

Martin venait de se réveiller quand….   Martin had just woken up when…

Nous venions d’arriver quand….   We’d just arrived when….