I was thinking of using the SainSmart L293D Motor Drivers.
I have about 6 steppers to control, so will need to have about 3 of these brivers.
My question is, can I only attach one board to an Arduino Mega?
I was not sure if these drivers need to be mounted on the Arduino board or I can have then not mounted but still work?
You really shouldn't be thinking of using an H-bridge board for controlling steppers.
Most of the steppers you can buy today are bipolar low-impedance, and won't work from such a
driver as current-control is mandatory.
DRV8825's, A4988's and other chopper driver modules are cheaply available for handling them, up to
about 1.5A or a touch more. These will give pretty decent performance from a 24V supply or higher,
will work somewhat slower on 12V supply.
For higher current steppers you will need proper stepper driver units really.
If you have steppers that are high impedance (such as 0.3A, 40 ohm), it is possible to use
the L293 and other H-bridge drivers, but you won't get much performance from such a motor
(200 rpm or so might be the limit).