Measure the width and depth of the shower stall with a measuring tape. For added privacy, add 6 inches or more to the depth measurement so that the alcove extends beyond the shower door on both sides of the stall.
Cut four sections of 2-by-4-inch lumber to the depth of the alcove with a circular saw. Cut an additional two sections to the width. Miter the ends of all of the lumber sections at 45-degree angles with a miter saw. These sections form the top and base plates of the alcove frame.
Configure two depth sections and one width section in a "U" shape on the subfloor around the back and sides of the shower stall. Using a drill equipped with a screwdriver bit, drive 4-inch wood screws through these sections into the subfloor at 4-inch intervals.
Configure the remaining depth sections and width section in a "U" shape on the ceiling directly above the base plate sections. Attach the sections to the ceiling with 4-inch wood screws.
Measure the interior distance between the top and base plate. Cut sections of 2-by-4-inch lumber to this measurement with a circular saw to form the studs. You need one stud for each end and corner, plus one section for each 16 inches of alcove depth and width.
Stand one stud between the top and base plates at each end of the alcove frame. Drive 4-inch wood screws through the studs into the top and base plates at 45-degree angles. Repeat this process at the corners where the depth and width sections meet, and at 16-inch intervals along the sides and back of the alcove.
Score sections of cement backer board with a utility knife to fit the exposed stud sections along the back and sides of the alcove. Snap the sections along the score lines on the edge of a work bench. Each backer board section should be wide enough to cover the space between the center of one stud and the center of the next stud. Install the backer board sections with 3-inch cement board screws.
Apply thinset mortar to the backs of ceramic tiles with a notched trowel, and tap them into place on the backer board along the bottom of the alcove with a rubber mallet. Cut tiles as necessary with a wetsaw to fit along the corners and edges. Continue installing ceramic tiles in the same manner to form additional courses until you reach the top of the alcove. Allow the mortar to dry overnight.
Press grout into the seams between the tiles with a grout float. As the grout begins to dry, remove excess grout with a damp sponge. Let the grout dry overnight.
Load a caulk gun with a caulk tube. Snip the tip of the tube with scissors. Squeeze the caulk gun trigger and apply a bead of caulk along the bottom of the alcove, and between the alcove and the shower surround. Allow the caulk to cure for 48 hours before using the shower.