Make sure all necessary pieces are accounted for in your manufacturer's shower.
Use plumber's tape and thread sealant on the on the nipple when screwing it into the header pipe. This makes the connection watertight. A "nipple" is any pipe with threads on both ends. If your showerhead and its connecting parts have a nice, polished finish, just use your hands to screw it in and tighten it. If you use pliers, it can scratch it up and ruin the finish.
Place the escutcheon up over the nipple and flush against the ceiling or wall. The escutcheon is used to cover a gap between a penetrating pipe or control valve, and the finished wall surface from which it protrudes (Images 1-5). It is often a small, substantially flat, donut-shaped ring and it keeps the water from leaking back into the supply wall. Cover the remaining end of the nipple with plumber's tape. Screw on the rain head to the end of the nipple.