Arduino Mega Shield Library for Eagle CAD
Since you're new user, perhaps it's easier to take an existing project and modify it for your need.
For Eagle, examples can be found on Github. 


https://github.com/zortness/rocket-mega-shield
https://github.com/practicalarduino/ProtoShieldMega


However, due to recent developments in the PCB EDA world I would suggest you take a look at Circuit Maker. It's more fit for sharing an collaborating designs and libraries. You can easily fork an existing board and use their community parts repository.