Locate and remove the access panel for your shower's plumbing. If you do not have an access panel built in, use a keyhole saw and remove a section of drywall to gain access to the plumbing. Inspect the plumbing. The threaded pipe that extends to the backside of your shower wall must have a hot and cold water supply connected to it. If not, your shower's plumbing is configured for dual valves, or a single hot and single cold valve.
Wrap plumber's tape around the threaded end of the pipe inside the wall.
Slide the valve through the hole in the wall and thread it onto the pipe with your fingers. The pipe has NPT, or national pipe thread. These threads taper and get larger as you turn. This makes it hard to turn the valve onto the threads. Once you get to the point where you cannot turn it with your fingers, turn the valve with a pipe wrench.
Thread the jam nut located on the threaded pipe toward the back of the faucet valve, and tighten it with a wrench.
Slide the cover plate onto the valve to cover the hole in the shower wall, and secure it with the supplied screws and a screwdriver.
Slide the handle onto the valve, and then secure it by tightening the set screw on the side of the handle.