Electric Power Shower

Morning all,
Wondered if anyone could explain to me how a power shower is fitted. We are about to gut our bathroom and replace with a new suite + a seperate shower cubicle. So we'd like a power shower in the cubicle.

I've heard people mention a pump? Where would this be fitted? Is a power shower the best thing to have? I have seen Thermostatic Shower Mixer's whats the difference?

Very confused! Can anyone clear this up for me?

Thanks
Alan