I'm not sure why you didn't get an answer on this earlier but I think the answer is pretty basic.
Your hot water heater is the start of all of your hot water piping. You already have it to the shower, so you are half done. Now run a separate coldwater pipe to the shower and connect them to your pressure-balancing valve to the shower. The fact is you don't have a right proper shower with hot and cold water unless you do.
You still want the pressure balancing valve in case someone flushes a toilet or the automatic icemaker comes on. The valve has a separate anti-scald protection in case some joker fiddles with your temp setting on the heater. You didn't say what temperature you have it set at.
If you use the hottest setting the valve will be passing all the water from the hot water heater most of the time but it needs both inputs connected to water at similar pressure to work.