user11839: Recently I've bought an Arduino Mega 2560 R3 and a Shield Model Wireless SD R3 from http://www.amazon.de/Arduino-A000065-Netzwerkkarte-Wireless-SD-Shield/dp/B00L1FO860. I try to run the example from https://www.arduino.cc/en/Tutorial/ConnectWithWPA
Before running the sketch I turn the DIP switch to the position USB.
It seems like the WIfi Shield is correct connected to the Arduino since the LEDs TX and RX are blinking during upload the Sketch.
Sadly as output I got only:
    WiFi shield not present
Currently I'm not sure if the hardware itself provide Wifi functionality. Does somebody know if it should work with this hardware?

user4143: You see that double row of 10 pin headers?  That's an XBee connector.
https://www.sparkfun.com/pages/xbee_guide
You use it to connect your XBee module of choice (there's a few to choose from) to communicate wirelessly between Arduinos using the special XBee system.
Note that XBee is not WiFi, it's Wireless.  The two are very different things (Wireless refers to any wire-free communication system, WiFi is one specific protocol on one specific set of frequencies using a specific set of encodings, etc).  XBee cannot talk WiFi in the same way that I can't talk Chinese.
For WiFi you need a WiFi shield.
https://www.arduino.cc/en/Main/ArduinoWiFiShield

11839: <p>Recently I've bought an Arduino Mega 2560 R3 and a Shield Model Wireless SD R3 from <a href="http://www.amazon.de/Arduino-A000065-Netzwerkkarte-Wireless-SD-Shield/dp/B00L1FO860" rel="nofollow">http://www.amazon.de/Arduino-A000065-Netzwerkkarte-Wireless-SD-Shield/dp/B00L1FO860</a>. I try to run the example from <a href="https://www.arduino.cc/en/Tutorial/ConnectWithWPA" rel="nofollow">https://www.arduino.cc/en/Tutorial/ConnectWithWPA</a></p>

<p>Before running the sketch I turn the DIP switch to the position USB.
It seems like the WIfi Shield is correct connected to the Arduino since the LEDs TX and RX are blinking during upload the Sketch.</p>

<p>Sadly as output I got only:
    WiFi shield not present</p>

<p>Currently I'm not sure if the hardware itself provide Wifi functionality. Does somebody know if it should work with this hardware?</p>
 4143: <p>You see that double row of 10 pin headers?  That's an XBee connector.</p>

<p><a href="https://www.sparkfun.com/pages/xbee_guide" rel="nofollow">https://www.sparkfun.com/pages/xbee_guide</a></p>

<p>You use it to connect your XBee module of choice (there's a few to choose from) to communicate wirelessly between Arduinos using the special XBee system.</p>

<p>Note that XBee is not WiFi, it's Wireless.  The two are very different things (Wireless refers to any wire-free communication system, WiFi is one specific protocol on one specific set of frequencies using a specific set of encodings, etc).  XBee <em>cannot</em> talk WiFi in the same way that I can't talk Chinese.</p>

<p>For WiFi you need a WiFi shield.</p>

<p><a href="https://www.arduino.cc/en/Main/ArduinoWiFiShield" rel="nofollow">https://www.arduino.cc/en/Main/ArduinoWiFiShield</a></p>
