How can I put in a shower where there is none?

Showers need a hot and cold source, a drain, and a vent (for venting sewer gas to the outside). If existing plumbing is anywhere near where you want the new bath or if you have access from a basement or crawl space from underneath, you can sometimes "share" with another bathroom or kitchen plumbing. But if your new bathroom is totally by itself, walls, floors, and ceilings might have to be opened to install new plumbing. When you say plumbing is run, do you mean there is already a toilet and sink in the room? Can you locate the pipes for these fixtures and figure out which way they run (up, down, sideways) in the walls? Post photos!

You will need a plumber to run the supply lines, drain, and vent according to your building codes.

Bijous is correct and NOT doing DIY construction to code only subjects you to later problems.