The Anasazi were the first ancestors of the Pueblo to discover how to make crafts. The Pueblo Indians lived in the southwest quarter of the United States, what is now New Mexico and Arizona, as well as parts of Texas, Colorado, and Utah.The Pueblo can be divided into several different tribes: Hopi, Taos, Jimez, Zuni and Tigua.ne of the main characteristics of the Pueblo Indians is the way they build their houses. While most Native Americans lived in tepees or wigwams, Pueblo Indians built actual houses out of wood, adobe, stone, and dirt, with a wooden roof covered with mud plaster.