The Mega Sensor Shield v.2 allows you to hook up the TinkerKit SENSORS and ACTUATORS directly to the Arduino Mega or Mega 2560 or Mega ADK, without the use of the breadboard.
It has 22 standard TinkeKit 3pin connectors. The 10 labeled I0 through I9 are Analog Inputs. The ones labeled O0 through O5 are Analog Outputs connected to the PWM capable outputs of the Arduino Board (it is possible to change these to Digital Inputs, in which case they will report either HIGH or LOW, but nothing in between).
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.