1. Use thinset to bond the preslope to the slab.
2. Tile, grout, thinset, and cement board do nothing to stop water. They can only slow it down. You will need either plastic on the studs behind the cement board (4 mil minimum, 6 mil preferred), or a surface applied membrane on the cement board. You can use a liquid membrane like Laticrete Hydroban, or a sheet membrane like Schluter Kerdi. There are other products available if you want to shop around. Each product has its own specs to follow, so decide on a method/product before you start buying supplies.
3. You won't need any wire mesh over the cement board, just put tile directly to it. The only place you would potentially use wire mesh in your shower is over the curb, and that's only if you're doing a traditional shower with a liner. In that case, it's a must.
There are many pictures and tutorials on this site to guide you through your shower building process. Do some reading before you start working. If you have any questions about what you've read, we're here to help.
