Chaque vérité que je trouvois étant une règle qui me servoit après à en trouver d’autres [Each problem that I solved became a rule which served afterwards to solve other problems]. (René Descartes, “Discours de la Méthode“)

Problem solving, from homework problems to unsolved problems, is certainly an important aspect of mathematics, though definitely not the only one. Later in your research career, you will find that problems are mainly solved by knowledge (of your own field and of other fields), experience, patience and hard work; but for the type of problems one sees in school, college or in mathematics competitions one needs a slightly different set of problem solving skills. I do have a book on how to solve mathematical problems at this level; in particular, the first chapter discusses general problem-solving strategies. There are of course several other problem-solving books, such as Polya’s classic “How to solve it“, which I myself learnt from while competing at the Mathematics Olympiads.

Solving homework problems is an essential component of really learning a mathematical subject - it shows that you can “walk the walk” and not just “talk the talk”, and in particular identifies any specific weaknesses you have with the material. It’s worth persisting in trying to understand how to do these problems, and not just for the immediate goal of getting a good grade; if you have a difficulty with the homework which is not resolved, it is likely to cause you further difficulties later in the course, or in subsequent courses.

See also Eric Schechter’s “Common errors in undergraduate mathematics.”