What is the proper way to install metal tile edging? (for a wall)

Pick out the tile edging so that it's about 1/16th thicker than the tile. that's 5/16 or 3/8 for the most part. Draw a plumb line with a pencil 1/8th of an inch short of where the edging will go to. Put the edging up against the wall. If there are significant wows in the wall you may have hand bend the edging slightly to make it follow the wall (this part is tricky). Then trowel on a thin layer of thinset just past the line and squish the edging into it. Wipe off any squeeze out on the outside, there should not be any if you do things right. Then leave about a 1/16th grout line and set the tile, troweling more thinset over the edging as you go. I always apply the edging and the tile at the same time, that way you have a chance to move the edging if it's out a bit.

I do sometimes nail on the edging with drywall nails, but that method does not allow for adjustment as you are setting.

All the advice given has worked out great. The thinset on the walls, my shower pan looks just like the pics on this forum.and those little tricks work too. Now a confession. I should have listened to Randall about the glass block wall. The silcon method is not a viable one (it sucks). I have taken it all down and have to start over using the mortar method. (which he said is the way to go)
So, some questions about the install. (the techs at pittsburg corning are pretty general)
1. should I Tile my Curb before building my wall on it? (of course after it has cured)
2. Can I tile my shower wall and build the blocks agaist that? if so i need to fasten the panel anchors to the wall over the tile meaning i have to drill holes into the tile, won't that crack the tile?

Right now it's bcu for the walls and my cement curb.

Cover the top of the curb first with your tile or marble sill.
Tile the walls after the glass block installation.

I'm now ready to grout. The floor are a charcoal grey and walls and showers surround sre white. Which do I do first?

You could cover the shower floor and grout all the walls first.
Just remember to check the shower floor and remove any wall grout that may have got into the floor joints.

OR

Grout the shower floor , then cover it with poly really well the next day and grout the walls.

I always do the messiest one first, the grey in this case. Easier to get white out of grey than to get grey out of white.