What is the procedure for building a shower pan on concrete? All the information that I can find always starts on plywood. Do I need a slip sheet and the metal lath between the concrete and the pan as shown for a wooden subfloor?

No slip sheet on a slab.

Mix up some thinset a little on the runny side. Comb or smear it on the floor, in small sections, and put the deck mud on top. The thinset will bond the deck mud to the slab. Unless it's going to be very thick, you don't need the lath.