Few valves comes with mounting brackets or screw holes or mounting tabs. You need to brace it as well as you can with strapping/blocking, etc. Those extensions above the valve are old school water hammer arresters that will work for maybe a month or so, then quit once the air is absorbed. Most valves do not need them, and if yours does specify a hammer arrestor, you should install 'real' ones. These are made up of either a bladder, bellows, or piston that separates the water from the air chamber. Recharging those you have is nearly impossible - think finger over the end of a straw...the water that will get in there just won't come out, and then they are useless.
A steam shower requires very specific construction details or you will have mold and other structural problems. So, if the details aren't already accounted for, you owe it to yourself to check out www.johnbridge.com to get some help. The TCNA guidelines list a few approved methods, and as long as you use one of them, you should be okay. Miss one detail, and you are likely to have problems. Try to wing it, and you will have problems down the road. My personal preference is a surface waterproofing system, and of those, Kerdi from www.schluter.com is my favorite. WIth a surface waterproofing system, you don't have the cbu walls to absorb moisture, and the whole thing will dry out much quicker. Vapor pressure will drive moisture through any crack or even most solid materials.