Hi Paul,
I just found that PDF file too (under all programs\monitoriza) and it is explainet quite well there how to do stuff.
Just had a breif look, but there is step by step instructions...
If it is possible to have Scada use an Arduino as a slave, where you can do everything you normally can do with any Arduino PCB`s, I think that I am very close to my goal...
However, I need to find a "Scada Helpline...." 
I was cruising around last night looking for similar software, and found that some Scada app`s are using Python, and some C+ etc...
Does this have any practical consequence?
What would be the best/easiest to use with Arduino?
What I need from my Mega is 3 axis Gyro reading, pressure reading, temp, and maybe a LIM reading... (load insulation meter).
From my laptop to the Mega, there will be a joystick controlling DC motors, LED lights, get the Gyro readings etc...
So it is not something very complicated at the moment, but I guess that there will be more later $)
Would it be complicated to re-program the sketch to Arduino?