Take the cover plate off the shower valve, if it is still on, by pulling it back with your hands. This is the cover that protects the shower valve while the drywall and tile is being installed. It will not be on your faucet if new drywall was not installed with your faucet.
Run a bead of silicone caulking around the outside edge of the shower body valve between the valve and the shower wall, to protect against water intrusion. Slip the faucet sleeve, a tube-shaped part, over the end of the stem, the rod that sticks out on the front of the faucet valve in the shower wall.
Place the O-ring, a round rubber ring, and the faucet's trim sleeve, a cylindrical cover, over the sleeve.
Fit the valve trim over the trim sleeve and press it against the wall. Fit the handle over the stem, push it up against the trim sleeve, insert the screw in the top of the handle and tighten the screw with a screwdriver, by turning it clockwise.