With an Arduino UNO board, the SDA pin of the I2C interface is connected to analog pin A4 and the SCL pin is connected to analog pin A5.
But this will absolutely not work with an Arduino MEGA 2560 board !
You will need to connect the SDA pin of the I2C interface to the SDA1 pin of the Arduino MEGA 2560 board and the SCL pin to the SCL1 pin
Examples of using LCD screens with an ARDUINO UNO card (Texts in French) >>> LCD screens examples