In a browser, go to https://www.arduino.cc/en/Main/Software and download the Arduino IDE, latest version (use the Windows Installer or Zip file, not the Windows app).
Extract/run the installer to install the Arduino IDE
Start the Arduino IDE, and from the Tools menu, choose Board and select "Arduino/Genuino Mega or Mega 2560
From the Tools menu, choose Port and select the port that shows a Mega 2560 connected (and note the COM port number)
From the Tools menu, choose Serial Monitor, this will open up a new screen.
If the screen starts spitting out unintelligible stuff, go to the bottom right and change the baud to 115200
When you have the screen scrolling a message that says, in part, RealSimGear, can you take a screen shot to be used during troubleshooting (you can uncheck the scrolling box to stop it from scrolling).
This process helps aid in the following:
Is the RealSimGear hardware communicating with the PC
What firmware version the RealSimGear hardware running
You would expect to see a message that looks similar to this: