Ensure that the drywall upon which you are inserting the plastic or laminate shower insert is a "moisture-resistant" drywall. If you are placing a shower insert in a room that was previously a bathroom, you should be fine. If not you will need to replace the existing drywall with "moisture-resistant" drywall. Cover the drywall with a few coats of latex primer.
Bottom Channel and Cutting
The shower insert will have a large bottom channel with a hole in it that attaches to the drain. Lay this out in its appropriate position and determine where the ends of it lie. Mark off its position on the walls to line it up with the shower insert walls. Lay out the shower wall inserts and ensure that its measurements will fit the positioning of your bottom channel. You may need to cut the walls down. Drill or cut a hole for the handles of your faucet. Depending on the location of your showerhead, you will want to make a hole in the shower insert walls for the showerhead pipe as well. Remove the larger piece of the showerhead to get an accurate measurement of the pipe.
Placement and Gluing
Apply liquid nails or glue to the wall on which you will be adhering the shower insert walls. Spread the liquid nails in a wave pattern up and down the walls. Push the sheet against the wall and then peel it back, allowing the liquid nails to dry more quickly, and then push the sheet directly against the wall
Attaching the Faucets
If you have an existing faucet, you will have simply slid the shower insert walls over the existing faucet. If you are inserting a new faucet, you will simply need to attach the backing of the faucet to the wall, and add the various plastic pieces as indicated in the instructions to your faucet.
Once you have installed the shower insert walls, you will want to caulk all the points where the shower walls meet the bottom channel, and caulk edges of where the bottom channel meets the floor. Use kitchen or bath caulking only. You can obtain small caulking "keys" that help with spreading the caulking into the cracks, or you can use your fingers.