My first arduino just delivered but without any data or power cable. 
Let me see if I can improvise something to keep my excitement until I order them.
It can be powered with your computer and a "standard" USB cable (depending on which Arduino you have).
...And you can't do much without a USB cable to program it.
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If your computer has USB-A jacks and you received an UNO with a USB-B jack you need a cable like this.
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Get one that is the length you need.
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Also called a printer cable.
Mega 2560
If this is the mega 2560 a standard USB printer cable like @LarryD mentioned before is enough, the jack is for external power when deconnected from computer if you like. Is this the same board? https://www.bol.com/nl/p/azdelivery-az-mega-2560-board-met-atmega2560/9300000061645403?referrer=socialshare_pdp_androidapp
Have fun on your first programming skills and welcome to the forum 
Take 20 minutes and completely figure out how to use
the currently-best and determined to maintain that position simulator environment for Arduino.
Then when you get your hardware issues sorted, you'll have a whizzy first sketch ready to go.
It worked. I used my printer cable and ran my code.
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@mashaikh23 I´m glad you get your board working. Have fun programming C++ in the Arduino environment. 
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