Each Xbee socket is connected to a different pin. Xbee socket 1 is connected to the main Serial port. While Xbee socket 2 to Serial1() and Xbee socket 3 to Serial2() on Arduino IDE.
The board has an integrated voltage regulator for 3.3v, a convenient reset push button topside and the standard on board LED that you can use for testing or debugging.
A external power connector for servos, as in other products of this family. If you need to power a large array of servos, use the screw terminals to connect your power supply and just drive it directly from your Mega.
The microSD will be great if you are planning on doing sensor monitoring for research and data gathering for your algorithms, increase your automatic systems performance with accumulated data.