If you look in the IDE at [tools] -> boards you will see the Nano and the Duemilanove. You will not see the port listed until you select the board and have a board or adapter connected. The Meg2560 has a different AVR microcontroller; an ATmega2560.
If you search on Youtube for the FT232RL (the USB to serial/TTL Adapter) you will find numerous videos.
Speaking of ports, the current port is shown in the IDE in [Tools] also in the Preferences file. The Preferences file can be found [file] -> Preferences. That brings up a pop up window containing the path to the file. Near the bottom of the file can be seen the comport listed in two places. Also in the Device Manager it is listed under Ports(COM & LPT). Device Manager is via [Windows] + [x]. Sometimes you can edit the Preferences file to bring the comport inline with the device port iIf the IDE gets confused. You may know this but others may not.
(I screwed up the fonts by cut and past again)
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