How to program an empty Mega2560 with an Arduino sketch?
If you buy an empty mega2560 IC. It won't contains any bootloader.
That means that you need an extra circuit, a programmer, to upload your HEX file into your MCU. "When to use the bootloader" questions link

But, if you buy your mega2560 from an Arduino provider, you should be able to order the MCU with the arduino booloader already programmed. Then a simple serial link from your PC to your MCU will suffice to program the MCU with your Arduino sketch using the Arduino environment. You could clone the serial part that you have on the Eagle files of the original Arduino to do this.

In summary:


Programming an empty chip requires a programmer
Programming a chip that has a booloader requires either a programmer, or a simple serial link.


You may also use another Arduino with the suited sketch as a programmer and use it for programming another empty MCU. There are examples of this on the web.