Arduino Mega serial test tool

Hello..
As a beginner on Arduino, and dealing with an Arduino Mega 2560, I'm wondering if there's a simple routine or sketch to check TX/RX 0,1,2,3 (COMMUNICATION AREA).
I suspect of some failure or someting wrong on my board.

Is there any way to connect a sort of jumpers from TX0/RX0 (pins 1/0) thru TX1/RX1(pins 18/19) thruTX2/RX2(pins 16/17) to TX3/RX3(pins 14/15) sending/receiving data in order to verify all at once?.

Or, simply send data to an individual set of TX/RX pair and observe response on any other pair..

Thanks in advance..

Check the Loop Back Tests thread that is a sticky at the top of this forum.