On a Standard Arduino Mega 2560 board the pins are:
Pin 11 on the Arduino Mega is O0 on the shield.
Pin 10 on the Arduino Mega is O1 on the shield.
Pin 9 on the Arduino Mega is O2 on the shield.
Pin 6 on the Arduino Mega is O3 on the shield.
Pin 5 on the Arduino Mega is O4 on the shield.
Pin 3 on the Arduino Mega is O5 on the shield.
The one labeled IO (D13, D12, D8, D7, D4, D2) are Input / Output pins capable of PWM, digitalRead and digitalWrite. They correspond to Digital 13, 12, 8, 7, 4, 2.
Module description: A green LED signals that the shield is correctly powered.
The 4pin TWI socket allows communication to any device supporting the I2C protocol through the Wire library on Arduino. 5V and Ground are provided on the socket.
4 4pin SERIAL socket allows the board to communicate with other devices that support serial communication. 5V and Ground are provided on the socket for your convenience.
4 Pin and 3 Pin connecting leads are available in three different lengths.