Here's a good article with three different ways to do it: https://www.thehandymansdaughter.com/add-shower-to-tub/
Be very sure your water is off before doing this. My neighbor thought his water was off but it was just the hot water and flooded his house!
Attach a hand-held spray to the faucet and it should have a long hose attached -- put a hook up on the wall and hang it up there -- we did this in a small rental cottage. Works well and looks fine!
Are the walls of the bathtub a water proof surface already?