Usually the shower handle trim escutcheon tubes are screwed onto the fauctt mixer body by means of a fine machine thread on the inside of the Escutcheon Tube. After they are installed they are often sealed in place with Tub/Bath adhesive silicone caulking.
Experienced plumbers often wrap the chrome plated fittings with a rag, the screw them in place with a pair of channel lock pliers, but due to the extremely thin walls and easily damaged plating on many trim parts I personally prefer and highly recomend using a vinyl stap wrench.
Aside from the faucetts themselves, normally all connections are soldered and there are no other means of shutting the water off at the shower mixer.
To service a shower mixer you must turn the water off at a zone valve controlling that bathroom or, if servicing the "hot" side only, you could turn the Hot water off at the water heater cold water input valve. To service the cold when there is no zone valves you must turn the water off at the house main.
I have prepared an illustration to show the internal piping for a typical Tub/shower diverter.
