After you install the plumbing against the exterior wall of your home, you'll need to re-cover that wall to prevent moisture from entering the walls and also to create an attractive back wall for your shower. Most experts recommend you first seal the opening with cement backer board.
A cement backer board is a popular choice for walling off the back of an outdoor shower. This material keeps moisture out, and it comes in pre-cut sheets of concrete that only require screws for installation. The benefit of cement backer board is simple installation, but you will need to measure and mark where you need holes for the plumbing fixtures, then cut the holes. You can use a utility or scoring knife as a low-tech way to create the holes. It'll be a little easier to drill holes in the corners of the demarcations, and then use a jigsaw drill to complete the openings. Always wear goggles when cutting cement.
The cement backer board is also designed to provide an excellent surface for laying decorative tile. After you've designed and set the base of your outdoor shower flooring (keep reading to learn more about setting your floor base), you can beautify the back wall of your new outdoor shower with tile.