Connect two wires with P1 and P2. If available use a power supply unit with current limiting (50 or 100mA). If you don’t have one and you are sure that you don’t have not produced any short-circuits, you can also use rechargeable batteries

To attach the ground clamp of the probe without producing short-circuits i recommend to remove a little bit of isolation from the minus wire to the voltage supply. So you can use any alligator clip.

Connect Pin 2 and 3 of the socket with a 1k resistor. This activates the integrated testprogram.
Set the oscilloscope to 1ms/div.

After you have connected the power supply unit at the pins 2, 10 and 11 of the Mega8 you should see the square wave signals described in the building instructions with the oscilloscope.