Programming the 2560 with an uno

Hello, its my first post sorry if its unorthodox but I need help. I found sketch to reload bootloader onto 2560 using an uno per Nick Gammon(just found out this guy is the man). My issue is i have never messed with code or programming. Can someone explain to me (like a child)how to use these parts to reload bootloader on my 2560 its stopping me from altering sketch for my 3d printer to function properly. What i did understand and performed... connected uno selected it, copied and pasted the sketch from Nicks site, Loaded it.. it wouldnt work as it asked for anoher file. The file is on his site but how do i go about giving it to the uno. Please dont bash me too hard. I feel like im in pre k looking at books

This method might be easier for you:

I built the cable to use as per Nick Gammons page.
I’d like to use his method it seems simple enough. I just feel there are a few steps not mentioned that I need personally as these two boards are my first arduinos.
Maybe this will simplify it. Step 1 open arduino software.
Step 2 copy sketch from Nicks page(atmega board programmer .ino) Step 3 paste in arduino software. Step 4 press upload.

That is as far as I got at the moment and it asks for another file that ended in .h not sure what at the moment Im at work. I know where the file is but how do i feed it to the uno? Do i put it in a folder on my pc and use that as a directory? Do i add into arduino software if so where?
Is my first initial steps proper?

I appreciate any help and your patience.