1)If you upload that file to your arduino you do not have to change anything.
2)install the arduino saftware. Double click on my file, It will open arduino. Set the right board, Mega 2560, the right com port hit upload.
3)good test file, http://www.vicious1.com/estlcam-basics/
4)let me know if you need more help. This is all standard stuff google can also be useful, none of this is specific to the mpcnc except my preconfigured marlin.