Hi Russel,
The melabs USB and Serial programmers are ICSP programmers so you connect PGD, PGC, GND, VDD, and VPP directly to those pins on a target board...
If you get the melabs ZIF-40 adapter board you'll find they wire the board to be 'flipped' so that you program 28 and 40 pin devices one way and 8-pin through 20-pin devices the other way... Here's a modified version of the ZIF-40 board I use for my melabs Serial programmer and my Kit182 programmer that can be built using three 20-pin single-row machined sockets or a 40-pin ZIF socket...
Have fun... Regards, Mike