Measure the curb or shower base where you will install the threshold. If your threshold is longer than the curb, trim it down to size with a hacksaw.
Lay the threshold on the curb and mark screw holes on the curb. Remove the threshold and set it aside.
Use a hammer drill fitted with a masonry bit to make the anchor holes. Use a bit that is slightly smaller than the anchor. Vacuum away all debris and clear as much dust from the holes as possible.
Set the threshold back on the curb, lining up the holes. Insert concrete screws through the holes with a screwdriver. Make sure they are snug, but do not over-tighten, otherwise you may damage the threshold.
Lay a bead of silicone caulk on either side of the threshold to seal it from moisture. Let the silicone dry completely before using the shower.