Running Arduino mega on 5V power supply
The 6-12V range applies only to the onboard voltage regulator(if you provide power via Vin or the barrel jack). The Arduino itself runs on 5V and the regulator needs a bit headroom above that to do the regulation.
You can run the Arduino via USB, since it has 5V, just as needed by the Arduino
And you can provide power directly to the 5V pin (with a voltage of 5V or course).
If some of your components draw a lot of power, you should never draw that current through the Arduino. You need to connect the power supply in parallel to your components and the Arduino, so that the high currents can flow past the Arduino, not through it.