For an operating steam shower, you need a steam generator, a control and a steam head. The steam head and the control get installed inside the shower. The steam generator can go in the vanity, a closet or some other out-of-the-way-place where it cannot freeze. This can be done in showers as small as 3'x3'x6' and a fold-down seat can be installed to allow for comfortable meditation without taking up space when not in use. A water filter can easily be installed with the steam generator. I would recommend speaking with a Bathing Environment Specialist
to assist you in selecting the best equipment for your project.