Can I run a Mega 2560 on 14v? I have a Mega 2560 with a ramps 1.4 shield. I noticed when I turn on the 14v power supply the mega would also power up and run. 

Am I damaging it running it at 14v? If not is there a solder or jumper somewhere that I can set it to only run the mega/logic on the usb power? The 14v is just for the stepper motors.
You can, but you shouldn't, because the the board will heat excessively, as you're out of the recommended range for the input voltage on vin (7-12V).

Unless you have a switching regulator (the one on the board is linear), then you shouldn't' have too much of a difference between the operating voltage and vin as an operating principle because of efficiency (and thus heat) issues.