Building a shower stall over a concrete slab is a straight forward process. Just don't let the concrete slab trick you into thinking that you don't need to waterproof the shower pan, because you do. Concrete will absorb water and you will have no idea where it travels and what it is effecting. Follow these industry best practice steps and you will be in great shape.
Build your curb at the entry of the shower stall. Make your curb out of 2x4's. However, the first piece, which is anchored into the concrete with 2 1/2-inch masonry screws, must be pressure-treated wood, as it is resting directly against the concrete slab. You can stack regular Douglas fir 2x4's on top of the pressure-treated piece and nail them together one by one. You should not need more than a stack of four pieces to get the height you need for the curb.
Install backing around the bottom of the shower stall. In the above image you will see 2x6 pieces fastened in between the studs around the entire perimeter of the shower pan. Typically, I go with 2x10's to ensure I have the backing to allow the membrane to rise 9 1/2" up to the wall.
Install the pre-slope. Pre-slope is required in order to allow water collected on the shower membrane to drain into the weep holes of your shower drain assembly. Remember, tile and mortar are NOT waterproof. Using concrete mix, create a 1/4" per foot slope to the shower drain.
Waterproof the shower pan. Depending on local building code, you can use a vinyl sheet membrane or hot mop with tar. If you use a sheet membrane, you will have to install a layer of roofing paper first and then install the vinyl membrane. The roofing paper provides cushion between the concrete and the vinyl membrane, which is critical.
Install diamond mesh around your curb as backing for mortar. Diamond mesh will be used for the curb only. It is used because it is moldable and will hold form. This will allow you to staple only one face of the curb; the side facing the outside of the shower stall. The inside face will be held in place by the shower floor mortar bed.
Perform a 24 water test. Fill the pan with water and using yellow or orange chalk, mark the water line in a few locations. Since you are on a concrete slab, you will not know if it leaks unless the water falls below the chalk lines. If you think you see a slight difference, allow the test to run for another 24 hours and then the difference in water level versus chalk lines will be obvious.
Install concrete backer board to the walls. Be sure to cover your membrane with temporary protection prior to installing the backer board. Typically, I use Durock and it performs very well. Importantly, staple vinyl plastic sheeting to the wall studs prior to backer board install. It is the only way to guarantee the long term integrity of your wall studs behind the shower walls.
Float the mortar bed. Chicken wire is NOT needed at this point, just mortar. Use "Deck Mud", which only requires water to be added and is easy to work with. You want to end up with at least an 1 1/4" thick mortar bed at the drain assembly. At this point, your shower pan is finished, waterproof and ready for thinset mortar and tile.