DST800 sends standard depth PGN 128267 and speed PGN 128259. To read these with Mega 2560 you need to install NMEA 2000 library, NMEA2000_mcp and CAN_BUS_Shield libraries from my git ttlappalainen (ttlappalainen) / Repositories · GitHub.
Under NMEA2000 library examples there is DataDisplay2, which shows various bus data in clear text format. The example should give you way to handle received data. That e.g. handles speed on Speed(const tN2kMsg &N2kMsg) and depth on WaterDepth(const tN2kMsg &N2kMsg) callbacks.
If your electronics and connections are ok, the example works.