You have a regular 2.4 inch Shield.
If you learned about biology in school, you will know how to plug the shield into a Mega2560. All the male pins find corresponding female sockets.
There are lots of empty female sockets on a Mega2560. e.g. for UARTs, ADC, I2C, SPI, GPIO, ...
You access empty sockets with angle-pins. And empty 5V, 0V sockets on the 18x2 header too.
David.