Don’t order boards. You have a lot of problems. The first thing I did was run DRC (Design rules check) which flags many errors. For instance the wires circled in red here are shorting pins on the mega which will make the board unusable.
I would guess you used autorouter (which is usually not a good idea as it isn’t very good) with the settings set too loosely. You are better (although it is a lot more work) to manually route the board. This is how you run DRC
and that gives you this result
here I selected the first conflict in the DRC list and it adds red markers to the areas in conflict. As you see it is saying the traces are shorting the pins (as noted above) and that the two traces on the bottom are routed too close to each other. The desired outcome looks like this (on a trivial board)
As well you are missing one connection in breadboard, although I can’t immediately see where it is (it should show up as a rats nest line!)
the 62 of 63 nets routed message at the bottom should say routing complete.