Supply Plumbing (click images for a larger version)
Here are the beginnings of the shower water supply.
The white tubing is 1/2" PEX. PEX systems are assembled with PEX tubing, brass fittings and crimp/pinch rings.
The long PEX run, here, goes from the shower rough-in valve at the bottom to the shower head supply at the top. The short run of PEX is the hot (or cold) supply. The other side of the rough-in value then being the cold supply.