The Mega 2560 board can be programmed with the Arduino software (IDE).
The ATmega2560 on the Mega 2560 comes pre-programmed with a bootloader that allows you to upload new code to it without the use of an external hardware programmer. It communicates using the original STK500 protocol.
You can also bypass the bootloader and program the microcontroller through the ICSP header (In-Circuit Serial Programming) using Arduino ISP or similar.