Frank - I just installed one in my bathroom remodel. If this is going to be replacing the shower head then all you should need is a brass nipple that is long enough to fit onto the ell that is behind the wall to the ell fitting for the handheld.
If you are going to add this along with a shower head you will need a 3-way valve to divert between the shower head and hand held. Also you will need to run a separate line like the shower head with an ell. Then the same nipple as I said above.
Finally, you'll need a ceramic bit to drill the holes and attach to the wall (assuming it is a tile wall).
Down load the install instructions from Kohler. It was fairly straight forward for me and I'm a rank amature.