How can I connect this?
You can't. It's just the raw LCD, less the graphics processor. You need one of the pricier boards, one like this:
Trying to drive an 800x480 display with an Uno/Mega is not practical, you really need a Due or better to achieve reasonable screen update rates.
Edit: The link you provided has a trailing period at the end that should be removed, it results in a 404 error. Also changed my link to a recommended display, it was not an 800x480 display.