Okay I’m looking at getting an Arduino Mega 2560 module with the sim of running some led output.
Something like this
As for my wiring. By the looks I need male and female connectors?
Would something like this work?
And finally if so, does these same connectors work for switches and dials?
Something like these? Or do they need soldering?
Yes
No, that will indeed require soldering.
Your topic has been moved to a more suitable location on the forum. Installation and Troubleshooting is not for problems with (nor for advise on) your project 
See About the IDE 1.x category.
Thanks for moving, could I cut the female end (i think) off those wires and solder that to my switch? While still plugging the male into the arduino
yes - you will find the dupont wires are very fine so a bit difficult to strip and solder
Many thanks, what is the other options? Can I get a higher gauge wire and somehow attach a male plug to one end? Do those plugs exist as a standalone item
for a quick prototype dupont cables are OK even with one end soldered
if you need something more robust than dupont wires you can get an Arduino dev boards with terminals and use higher guage wire
have a look at this anyone-know-of-a-heavier-gauge-dupont
Why would you want an expensive and cumbersome Mega 2560? 
A Nano is more practical for the vast majority of such projects and is compatible with a "solderless breadboard".
If you need more computing power (RAM, Flash), get an ESP8266 (or even an ESP32).
Because I plan to use MobiFlight, it’s compatible with this and one or two other boards
Those are just knobs. They have no electrical component so they don't get wired. You probably want a knob connected to a switch, variable resistor, or encoder that you can then use as inputs to your Arduino.
You can buy such components mounted on a circuit board with connecting pins to plug into a solderless breadboard. Those boards can be connected to the Arduino with the jumper leads.
@johnwasser - sorry I didn't notice that. I was on my phone.
I'd need something like this I assume
However this would be better as it's has the male connectors. I just can't find them local
That has solder tabs that go into holes in a circuit board, not pins. The modules from Amazan are what I was talking about. Unless you have a local store that caters to the "Maker" community (like Microcenter in parts of the USA) you are unlikely to find solderless components nearby. It's a hobby thing and most electronics distributors cater to the industry.
I just found these, assume I just use a Male to Female connection
Just a clean thread on feedback for my shopping cart. First of all this intended to used with Mobi Flight and I need a specific compatible board. Only one I can find is 2560 close to where I live.
Do I have what I need here? I guess my only question left is for the swtiches that don't have the M-F connections, I need to solder the wire on. Is there a connector which is could crimp onto the wire and slide onto these flatter pins?
Sorry I don't know what correct terms for things.
Shopping List
Ardunio
or
Wires:
or
Switches or Toggles
Topics merged
Why did you start a new topic ?
Like I said in my post. To have a clean thread. It's more specific on what I intend to buy. People don't have the scroll through all the other conversation to get to it.
Less likely to get a response being at the bottom of an older thread
They also don't have any context
Anyone who has previously contributed to the topic will see it in their unread list and for anyone who has not already read it then it will still be in their new topic list
If we followed your logic then this reply would be in a new topic, which is plainly nonsense
I've finally managed to get my board to connect and tested the board with the examples > basic > blink test.
I've connected a small 4 digit LED board.
It's showing blank and I'm wondering if there is a way to test it's working correctly, a simple code etc
Modify the Blink example sketch. It's all there. All you have to do is change the pin number and add 3 more LEDs.
Modify it how?
I've never used this before
Find some tutorials. We can't kick start a complete first day beginner here. Realize also, that you haven't given us any details at all about the LED board.