led ignition on mega card 2560

I use on my board MEGA 2560 8 digital IN 0-5V, 8 ANALOG IN 0-5V and 8 DIGITAL OUTPUTS 0-5V,
my problem is this, when I put 5V on the DINGITAL IN pin of the board D30 to D44 without having connected the cables ETH, power supply & USB, the LEDs "ON" and "PWR" light up is this normal or is it a problem electric?

s this normal or is it a problem electric?

That is called "phantom power" and can damage your Arduino processor. The processor is getting back powered through the protection diodes on the input.

Each digital (D22 to D53) are if you configure in Digital IN supply auxiliary circuits and potentially the LEDs PWR and ON (unprotected with diode).
It is normal that the led are light on when you have an DI to the 5V.
This is called "phantom power" this creates a risk for your system and for your arduino card if the power supply of the card isn't in 7-12V or USB.

Never connect a signal to an un-powered system, unless you want to destroy it.

If you need to connect signals to an Arduino , that may be live when the Arduino is unpowered used an opto isolator on that input or a relay - both of which will Isolate the signal