I've done some reading around the forum, from what I gather, I can just run the positive lead of the buzzer to a digital pin on the arudino mega. And the GND to GND.
My only question is do I need a resistor between the digital pin and the buzzer.
Diode D1 is there to protect the rest of the circuit when the magnetic field in L1 collapses.
To protect your Arduino, you should start with a diode across the buzzer; like D1 is to L1 in that circuit. At the voltage and current of the buzzer, I suspect nearly any diode will work.
I see what you mean by the diode. So I might as well put a 1k resistor in place then to limit the current and use a diode to make sure nothing in the circuit gets damaged.