Measure the available space for the shower pan. The sides of the shower pan should sit flush with the frame studs.
Measure and cut two sections of 2-by-4-inch lumber to the width of the shower pan and two sections to the depth using a circular saw. Miter the ends of these sections at 45-degree angles with a miter saw. Assemble the sections into a rectangle and drive 4-inch wood screws through each corner with a drill and screwdriver bit. This forms the frame of the shower pan.
Cut a section of 5/8-inch thick plywood to the interior dimensions of the frame with a table saw. Place the plywood section inside the rectangle. Drive 4-inch wood screws through the frame into the plywood at 4-inch intervals.
Mark the location of the shower drain on the plywood. Cut out the outline of the drain with a keyhole saw.
Press a sheet of waterproof membrane inside the shower pan frame. Staple the membrane to the plywood, and the inside and top of the 2-by-4-inch lumber frame. Trim the membrane around the outside top of the frame with a utility knife.
Score a section of cement backer board to the interior dimensions of the shower pan with a utility knife, using a metal straightedge as a guide. Snap the backer board along the score lines and attach the backer board to the plywood with 1-inch screws. Cut the drain hole through the backer board and install the outer drain assembly.
Score and snap backer board strips to fit the inside, top and outside of the 2-by-4-inch frame. Attach the strips to the frame with 1-inch screws.
Apply mortar to the backer board in 1-foot sections with a trowel, pressing the mortar into the seams as you work. Coat a section of 2-by-4-inch lumber with petroleum jelly on one side. Apply pebbles to the mortar and use the lumber section to press them into the mortar -- the petroleum jelly will help prevent the mortar and pebbles from sticking to the lumber.
Remove any mortar from the surface of the pebbles with a clean damp sponge.
Let the mortar dry for at least 48 hours. Apply polyurethane sealant to the mortar and pebbles with a 2-inch paintbrush. Let the sealant dry for 24 hours before using the shower pan.