Try it with a different USB cable. You might have a bad one.
Ok, that proves the cable is good, well it's good to eliminate the more simple potential issues first anyway. So the only difference between your working Uno configuration and your non-working Mega configuration is the board? It's plugged into the same computer in the same USB port?If it doesn't show up at all in Device Manager that indicates the problem is not with the bootloader on the ATmega2560. That problem would only show up once you attempted to upload a sketch to the board. The problem is more likely with the ATmega16U2 that handles the USB to serial conversion. You could try uploading the firmware to that chip.
how did they put the bootloader on the ATmega2560 chip?
The bootloader is installed using the ICSP header. This is the 2x3 male header located between the ATmega2560 chip and the reset button:There's another 2x3 header next to the USB jack. That's used for uploading firmware to the ATmega16U2.As you said, you can do this using an Arduino with the ArduinoISP sketch loaded(File > Examples > 11.ArduinoISP) or you can use a dedicated programmer device(USBasp, etc.). The firmware for the ATmega16U2 is located in the hardware\arduino\avr\firmwares\atmegaxxu2 folder under your Arduino IDE installation folder. You'll need to use avrdude from the command line so it's a bit more complex process. Installing a bootloader is much easier because you can do it from the Arduino IDE.
little question before starting with this whole firmware mess, if I see the L led that is connected to pin 13 of ATmega16U2 flashing on and off , isn't that mean that there is some sort of firmware on the chip?
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