Hello,
I have done this for my large Home Automation system:
What you are seeing is a "Sensor Shield" on a Mega2560. See info about that HERE: (Scroll down). You can get that shield HERE:
Here's it wired from Mega to the terminal blocks:
(To see larger: Right-click and open image in new tab..)
It's difficult to have other shields in this environment. I use small separate modules mounted externally, like these:
See wires and cables HERE:
Let us know what you finally do..
DISCLAIMER: Mentioned stuff from my own shop...!!!
OTHER: Ask about Mega Screw Shield from Cross Roads Electronics