Becky,
First off, I think this drive system is an great choice for a first swerve system. Having the steering modules linked together, as well as speed, will make things much easier from a control aspect. Because of this, I wouldn't start with any sensors. They are not needed to be able to drive around, and for someone relatively new to programming, this will make things much easier. I would use a two axis joystick model, where the forward/backwards motion drives the robot, and the side to side motion controls the speed of turning. Sensors can be added later once you get it driving if you want to have more (or more interesting) control.
As others have said, you will need to be able to generate PWM signals for the speed controllers and the Arduino servo library has that capability. But before we get to that, one important question comes to mind. Have you thought about how you are going to control this? What type of operater station do you have and how will it communicate with the Mega? Wireless? Wired (tethered?) Somehow you will need to get the information to the mega on what you want it to do, and that will add another layer of complexity to your system depending on the communications you want to use.
I would initially like to suggest an idea that could make this project much easier (no programming). Do you have access to an RC style transmitter/receiver? Maybe something like
this? Using an RC style controller would allow you to eliminate the mega and just control the speed controllers directly. IIRC, the talons should be able to take a standard servo style input. Just a thought. There may be other better ideas out there, but this happened to come to mind. Would this be a possibility?
Mike