You need the emonTx Shield (assuming it works with your Mega 2560 - I cannot answer that), you need 2 current transformers, one on each of 2 incoming lines, and you need one a.c. adapter that is suitable for the line-line voltage.
The 3-phase sketch on GitHub is not suitable because it expects a 4-wire system with a neutral connection for the a.c. adapter, but I have a sketch suitable for your 3-wire connection. The sketch uses the third line as a ‘neutral’ connection and treats your system as a 2-phase one, with 60° between the phases. It only measures one voltage (because there is only one voltage input available on the emonTx Shield) and assumes that the voltages from the two lines to the line it treats as a ‘neutral’ are the same. It will give you the total real power (watts), but you will not know all three line currents, though you can add the third c.t. and the code for it to the sketch to read that if you wish. The total real power is an approximation because the voltage on the second line is assumed to be the same, not measured.
If you need better accuracy, then you need to make your own analogue input circuit with 2 voltage and 2 current transformers, using the circuit diagrams in Learn, and connect the 4 (or 5) outputs from that to the analogue inputs of your Mega 2560. For that, you will need to write your own firmware sketch, based on the sketches you will find here.
emonTxV3_4_3Phase_3Wire_Voltage.ino.zip (6.5 KB)
This is written for the emonTx V3.4. You will need to remove the lines for the RF module, and you might need to change to I/O pin connections.
I strongly recommend you to read the comments in the sketch before you buy anything, so that you understand the limitations.